+230.8%
HEZU vs SPY
+368.9%
-138.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | 0.0% | +0.1% |
| 7D | -1.3% | -0.8% | -0.5% | -0.6% |
| 30D | -3.7% | -1.1% | -2.6% | -2.8% |
| 3M | +1.2% | +3.9% | -2.7% | -2.2% |
| 6M | +11.4% | +13.6% | -2.2% | -0.3% |
| YTD | +13.4% | +12.7% | +0.7% | +2.2% |
| 1Y | +21.6% | +17.5% | +4.1% | +5.6% |
| 3Y | +68.4% | +76.9% | -8.5% | +0.4% |
| 5Y | +81.2% | +83.6% | -2.4% | +3.3% |
| 10Y | +214.0% | +320.7% | -106.7% | -24.8% |
| All | +230.8% | +368.9% | -138.1% | -27.8% |
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