-64.4%
HEPS vs SPY
+79.8%
-144.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | +0.2% |
| 7D | -1.5% | -2.0% | +0.5% | +0.6% |
| 30D | -9.3% | -1.7% | -7.6% | -7.7% |
| 3M | -6.4% | +4.7% | -11.1% | -11.1% |
| 6M | -9.6% | +12.5% | -22.1% | -21.0% |
| YTD | +6.5% | +11.7% | -5.3% | -6.2% |
| 1Y | -6.0% | +17.5% | -23.5% | -21.5% |
| 3Y | +70.3% | +76.6% | -6.2% | -9.9% |
| 5Y | -64.4% | +82.0% | -146.5% | -79.9% |
| All | -64.4% | +79.8% | -144.2% | -79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling