+35.8%
SHEH vs SPY
+37.6%
-1.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | +2.4% | +0.1% | +2.3% | +2.4% |
| 30D | +6.3% | +0.1% | +6.3% | +6.3% |
| 3M | +7.2% | +2.0% | +5.2% | +6.4% |
| 6M | +12.2% | +13.0% | -0.8% | +6.6% |
| YTD | +27.9% | +13.5% | +14.4% | +21.3% |
| 1Y | +30.6% | +20.0% | +10.6% | +20.1% |
| All | +35.8% | +37.6% | -1.8% | +14.9% |
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