-44.3%
HFFG vs SPY
+20.8%
-65.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | -1.7% | +0.1% | -1.8% | -1.7% |
| 30D | +21.2% | +0.1% | +21.2% | +21.1% |
| 3M | -3.8% | +2.0% | -5.8% | -4.3% |
| 6M | -16.1% | +13.0% | -29.1% | -24.0% |
| YTD | -17.7% | +13.5% | -31.2% | -25.6% |
| 1Y | -44.3% | +20.0% | -64.3% | -54.6% |
| All | -44.3% | +20.8% | -65.2% | -54.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling