+180.5%
HFBL vs SPY
+322.5%
-142.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -0.9% | -0.1% |
| 7D | -3.8% | -0.8% | -3.0% | -3.8% |
| 30D | +6.4% | -1.1% | +7.4% | +6.5% |
| 3M | +25.9% | +3.9% | +22.0% | +25.5% |
| 6M | +35.9% | +13.6% | +22.3% | +34.6% |
| YTD | +41.9% | +12.7% | +29.2% | +40.5% |
| 1Y | +89.0% | +17.5% | +71.5% | +86.5% |
| 3Y | +83.8% | +76.9% | +6.9% | +76.3% |
| 5Y | +55.0% | +83.6% | -28.6% | +47.3% |
| All | +180.5% | +322.5% | -142.0% | +153.0% |
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