-4.9%
HERO vs SPY
+82.3%
-87.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +1.6% |
| 7D | +0.6% | -0.8% | +1.3% | +1.3% |
| 30D | +0.1% | -1.1% | +1.1% | +1.0% |
| 3M | +11.5% | +3.9% | +7.7% | +7.6% |
| 6M | +2.8% | +13.6% | -10.8% | -8.6% |
| YTD | -7.9% | +12.7% | -20.6% | -17.4% |
| 1Y | -17.8% | +17.5% | -35.3% | -29.0% |
| 3Y | +44.1% | +76.9% | -32.8% | -16.0% |
| All | -4.9% | +82.3% | -87.1% | -46.6% |
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