+398.8%
HAFC vs SPY
+2,802.9%
-2,404.2%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.1% | +0.2% |
| 7D | +0.4% | -2.7% | +3.1% | +2.7% |
| 30D | +4.1% | -5.4% | +9.5% | +8.9% |
| 3M | +1.6% | -4.1% | +5.6% | +5.0% |
| 6M | +8.4% | +0.7% | +7.7% | +7.3% |
| YTD | +24.4% | +8.7% | +15.7% | +15.5% |
| 1Y | +27.3% | +10.9% | +16.4% | +16.1% |
| 3Y | +127.4% | +75.0% | +52.4% | +42.0% |
| 5Y | +70.4% | +67.8% | +2.6% | +10.2% |
| 10Y | +100.5% | +312.9% | -212.3% | -32.8% |
| All | +398.8% | +2,802.9% | -2,404.2% | -17.8% |
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