+575.4%
HFBL vs SPY
+599.8%
-24.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | 0.0% | -2.0% | +1.9% | +0.1% |
| 30D | +6.5% | -1.7% | +8.1% | +6.6% |
| 3M | +26.0% | +4.7% | +21.2% | +25.5% |
| 6M | +36.0% | +12.5% | +23.5% | +34.8% |
| YTD | +42.0% | +11.7% | +30.3% | +40.8% |
| 1Y | +91.1% | +17.5% | +73.6% | +88.7% |
| 3Y | +83.7% | +76.6% | +7.1% | +75.9% |
| 5Y | +55.1% | +82.0% | -26.9% | +47.7% |
| 10Y | +180.8% | +317.1% | -136.3% | +148.8% |
| All | +575.4% | +599.8% | -24.3% | +472.9% |
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 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