+89.5%
HERO vs SPY
+176.4%
-86.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.5% | -1.5% |
| 7D | +0.2% | -0.4% | +0.6% | +0.5% |
| 30D | -2.6% | -1.4% | -1.2% | -1.6% |
| 3M | +9.5% | +3.7% | +5.8% | +6.2% |
| 6M | +0.6% | +13.0% | -12.4% | -9.0% |
| YTD | -9.2% | +12.4% | -21.6% | -17.5% |
| 1Y | -17.9% | +18.5% | -36.5% | -28.5% |
| 3Y | +43.9% | +77.6% | -33.7% | -9.9% |
| 5Y | -6.6% | +81.7% | -88.2% | -42.7% |
| All | +89.5% | +176.4% | -86.8% | -14.7% |
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