-92.9%
HDGE vs SPY
+666.2%
-759.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -1.0% |
| 7D | -2.0% | +2.6% | -4.6% | +0.6% |
| 30D | -7.4% | -2.0% | -5.4% | -9.0% |
| 3M | +2.7% | -2.8% | +5.5% | +0.2% |
| 6M | -17.8% | +2.1% | -19.9% | -15.4% |
| YTD | -10.0% | +11.5% | -21.5% | +1.8% |
| 1Y | -12.8% | +13.5% | -26.3% | +0.6% |
| 3Y | -30.0% | +77.7% | -107.7% | +35.4% |
| 5Y | -26.0% | +72.6% | -98.6% | +53.7% |
| 10Y | -81.6% | +308.2% | -389.8% | +11.9% |
| All | -92.9% | +666.2% | -759.1% | +0.8% |
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