+142.7%
HEQ vs SPY
+651.5%
-508.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | +0.1% |
| 7D | +1.5% | +0.5% | +1.0% | +1.2% |
| 30D | +1.7% | -0.9% | +2.7% | +2.3% |
| 3M | +3.3% | +3.9% | -0.5% | +0.7% |
| 6M | +10.3% | +14.5% | -4.2% | +0.7% |
| YTD | +15.0% | +12.9% | +2.1% | +6.0% |
| 1Y | +19.6% | +19.4% | +0.2% | +6.1% |
| 3Y | +51.3% | +78.5% | -27.1% | +1.5% |
| 5Y | +39.3% | +81.8% | -42.5% | -9.3% |
| 10Y | +91.1% | +311.5% | -220.4% | -31.3% |
| All | +142.7% | +651.5% | -508.7% | -43.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling