+79.3%
HAFC vs SPY
+312.5%
-233.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.2% |
| 7D | -0.4% | -0.4% | -0.1% | -0.1% |
| 30D | -0.7% | -1.4% | +0.7% | +0.8% |
| 3M | +3.3% | +3.7% | -0.4% | -1.1% |
| 6M | +26.0% | +13.0% | +13.0% | +9.7% |
| YTD | +19.7% | +12.4% | +7.3% | +4.8% |
| 1Y | +31.0% | +18.5% | +12.5% | +8.0% |
| 3Y | +116.7% | +77.6% | +39.1% | +13.0% |
| 5Y | +116.1% | +81.7% | +34.4% | +8.9% |
| 10Y | +79.3% | +319.7% | -240.3% | -67.5% |
| All | +79.3% | +312.5% | -233.2% | -67.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling