+138.0%
HDEF vs SPY
+334.5%
-196.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -1.4% |
| 7D | -1.9% | -0.9% | -0.9% | -1.4% |
| 30D | +5.4% | -2.4% | +7.7% | +6.7% |
| 3M | +1.8% | -1.2% | +3.0% | +2.3% |
| 6M | +7.8% | +3.3% | +4.5% | +5.3% |
| YTD | +14.5% | +12.3% | +2.2% | +6.2% |
| 1Y | +17.1% | +12.4% | +4.6% | +8.5% |
| 3Y | +73.5% | +78.8% | -5.3% | +18.6% |
| 5Y | +84.3% | +75.2% | +9.1% | +26.2% |
| 10Y | +139.1% | +311.1% | -172.0% | +5.2% |
| All | +138.0% | +334.5% | -196.5% | +3.4% |
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