+35.2%
HLN vs SPY
+102.0%
-66.8%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | -6.5% | -2.0% | -4.5% | -6.0% |
| 30D | -6.5% | -1.7% | -4.9% | -6.1% |
| 3M | +2.2% | +4.7% | -2.5% | +0.9% |
| 6M | -7.5% | +12.5% | -20.0% | -10.7% |
| YTD | -7.0% | +11.7% | -18.7% | -10.1% |
| 1Y | -4.3% | +17.5% | -21.8% | -9.0% |
| 3Y | +22.4% | +76.6% | -54.2% | -1.5% |
| All | +35.2% | +102.0% | -66.8% | +4.3% |
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