-93.0%
HDGE vs SPY
+680.4%
-773.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | -0.3% |
| 7D | +0.7% | +0.1% | +0.6% | +0.9% |
| 30D | -3.2% | +0.1% | -3.2% | -3.0% |
| 3M | -15.3% | +2.0% | -17.2% | -13.4% |
| 6M | -18.1% | +13.0% | -31.1% | -6.5% |
| YTD | -12.2% | +13.5% | -25.8% | +0.8% |
| 1Y | -8.8% | +20.0% | -28.8% | +11.4% |
| 3Y | -20.3% | +77.2% | -97.5% | +53.6% |
| 5Y | -29.4% | +81.9% | -111.2% | +54.6% |
| 10Y | -81.7% | +314.1% | -395.8% | +12.8% |
| All | -93.0% | +680.4% | -773.4% | -0.1% |
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