-81.1%
HDGE vs SPY
+318.9%
-400.0%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +0.6% |
| 7D | +4.6% | -2.0% | +6.5% | +2.5% |
| 30D | +3.2% | -1.7% | +4.8% | +1.6% |
| 3M | -11.9% | +4.7% | -16.7% | -7.6% |
| 6M | -17.1% | +12.5% | -29.6% | -6.2% |
| YTD | -8.3% | +11.7% | -20.0% | +3.2% |
| 1Y | -5.8% | +17.5% | -23.3% | +12.0% |
| 3Y | -19.8% | +76.6% | -96.3% | +51.3% |
| 5Y | -28.2% | +82.0% | -110.2% | +54.2% |
| All | -81.1% | +318.9% | -400.0% | +8.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling