+112.0%
HLX vs SPY
+1,317.3%
-1,205.3%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +3.9% |
| 7D | +6.0% | -0.5% | +6.5% | +6.8% |
| 30D | +10.6% | +2.5% | +8.2% | +7.0% |
| 3M | +10.9% | +0.7% | +10.2% | +9.4% |
| 6M | +15.3% | +11.6% | +3.7% | -2.0% |
| YTD | +69.1% | +12.3% | +56.8% | +42.6% |
| 1Y | +60.8% | +19.4% | +41.4% | +24.5% |
| 3Y | +1.2% | +75.3% | -74.0% | -53.6% |
| 5Y | +181.2% | +80.4% | +100.8% | +20.2% |
| 10Y | +41.3% | +311.4% | -270.0% | -76.5% |
| All | +112.0% | +1,317.3% | -1,205.3% | -87.5% |
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