+158.7%
HFBL vs SPY
+307.0%
-148.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.4% | +7.5% | +7.1% |
| 7D | +4.1% | +2.6% | +1.5% | +3.9% |
| 30D | -0.3% | -2.0% | +1.6% | -0.2% |
| 3M | +0.4% | -2.8% | +3.2% | +0.6% |
| 6M | +22.9% | +2.1% | +20.8% | +22.6% |
| YTD | +36.8% | +11.5% | +25.3% | +35.6% |
| 1Y | +61.5% | +13.5% | +48.0% | +59.8% |
| 3Y | +99.2% | +77.7% | +21.5% | +90.8% |
| 5Y | +43.2% | +72.6% | -29.5% | +36.6% |
| All | +158.7% | +307.0% | -148.4% | +140.7% |
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