-28.3%
HDGE vs SPY
+81.0%
-109.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +1.9% | +1.0% |
| 7D | +2.8% | -0.4% | +3.1% | +2.4% |
| 30D | +1.8% | -1.4% | +3.1% | +0.4% |
| 3M | -12.4% | +3.7% | -16.1% | -8.9% |
| 6M | -17.2% | +13.0% | -30.2% | -5.4% |
| YTD | -9.4% | +12.4% | -21.8% | +3.2% |
| 1Y | -6.2% | +18.5% | -24.8% | +13.5% |
| 3Y | -20.7% | +77.6% | -98.3% | +59.5% |
| 5Y | -28.3% | +81.7% | -110.0% | +66.9% |
| All | -28.3% | +81.0% | -109.3% | +66.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling