+136.4%
HDEF vs SPY
+339.4%
-202.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | +0.1% |
| 7D | +1.2% | +0.1% | +1.1% | +1.1% |
| 30D | +1.7% | +0.1% | +1.7% | +1.7% |
| 3M | +8.5% | +2.0% | +6.5% | +7.0% |
| 6M | +6.8% | +13.0% | -6.2% | -1.0% |
| YTD | +13.8% | +13.5% | +0.2% | +5.0% |
| 1Y | +20.1% | +20.0% | +0.2% | +7.1% |
| 3Y | +69.0% | +77.2% | -8.2% | +16.4% |
| 5Y | +76.4% | +81.9% | -5.5% | +18.2% |
| 10Y | +135.4% | +314.1% | -178.7% | +3.1% |
| All | +136.4% | +339.4% | -202.9% | +2.2% |
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