+136.1%
HDEF vs SPY
+320.5%
-184.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.1% |
| 7D | -1.0% | -2.7% | +1.7% | +0.6% |
| 30D | +5.6% | -5.4% | +11.0% | +9.0% |
| 3M | +1.3% | -4.1% | +5.4% | +3.7% |
| 6M | +5.4% | +0.7% | +4.7% | +4.6% |
| YTD | +13.6% | +8.7% | +4.9% | +7.5% |
| 1Y | +19.4% | +10.9% | +8.5% | +11.5% |
| 3Y | +70.8% | +75.0% | -4.2% | +18.2% |
| 5Y | +81.9% | +67.8% | +14.1% | +28.0% |
| 10Y | +140.7% | +312.9% | -172.2% | +6.9% |
| All | +136.1% | +320.5% | -184.4% | +4.6% |
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