+88.1%
HAFN vs SPY
+54.0%
+34.0%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.6% | +3.5% |
| 7D | +8.9% | +0.1% | +8.7% | +8.8% |
| 30D | +26.8% | +0.1% | +26.8% | +26.8% |
| 3M | +27.0% | +2.0% | +25.0% | +25.5% |
| 6M | +27.6% | +13.0% | +14.6% | +18.5% |
| YTD | +88.2% | +13.5% | +74.6% | +74.0% |
| 1Y | +69.7% | +20.0% | +49.8% | +51.3% |
| All | +88.1% | +54.0% | +34.0% | +39.8% |
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