+34.7%
HLN vs SPY
+103.7%
-69.0%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.5% |
| 7D | -4.3% | -0.8% | -3.5% | -4.1% |
| 30D | -5.6% | -1.1% | -4.5% | -5.4% |
| 3M | +2.4% | +3.9% | -1.4% | +1.4% |
| 6M | -6.3% | +13.6% | -19.9% | -9.7% |
| YTD | -7.3% | +12.7% | -20.0% | -10.6% |
| 1Y | -5.0% | +17.5% | -22.5% | -9.7% |
| 3Y | +19.6% | +76.9% | -57.3% | -3.7% |
| All | +34.7% | +103.7% | -69.0% | +3.7% |
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 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