-33.8%
HFFG vs SPY
+14.6%
-48.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +1.1% |
| 7D | +3.5% | -0.7% | +4.2% | +3.6% |
| 30D | -6.9% | -1.0% | -5.8% | -6.7% |
| 3M | +0.7% | -0.3% | +1.0% | +0.7% |
| 6M | -18.6% | +7.3% | -25.9% | -22.1% |
| YTD | -30.7% | +13.3% | -44.0% | -36.1% |
| 1Y | -33.8% | +14.8% | -48.6% | -39.4% |
| All | -33.8% | +14.6% | -48.4% | -39.4% |
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