Just a note for those of us not lucky enough to live in America and get features, "Hey Cortana" isn't available in Canada officially, and presumably isn't available in some other places as well. However, after flashing the Finland Denim ROM onto my 1520 a while back, I switched my region, display, and speech language to en-us to try out "Hey Cortana". It worked normally then, and I had a but of fun but I wanted to set my phone back to Canadian region. So I set everything back to Canada and decided to forget about passive activation. Anyway today I said hey Cortana because I was trying it out on my computer, and my phone lit up. Turns out that it still works once my region is set to Canada even though it says its off in settings.
Tldr: If Hey Cortana isn't available in your region, switch all your region and language settings to English/American, turn on hey Cortana (and train it for your voice if you'd like), then switch back to your own region without turning the feature off.
Tldr: If Hey Cortana isn't available in your region, switch all your region and language settings to English/American, turn on hey Cortana (and train it for your voice if you'd like), then switch back to your own region without turning the feature off.