-71.5%
HFFG vs SPY
+79.8%
-151.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.5% |
| 7D | -4.2% | -2.0% | -2.3% | -2.0% |
| 30D | -5.1% | -1.7% | -3.4% | -3.3% |
| 3M | -11.5% | +4.7% | -16.3% | -16.7% |
| 6M | -9.4% | +12.5% | -21.9% | -22.3% |
| YTD | -21.4% | +11.7% | -33.1% | -31.9% |
| 1Y | -45.5% | +17.5% | -63.0% | -55.7% |
| 3Y | -61.7% | +76.6% | -138.3% | -80.1% |
| 5Y | -71.5% | +82.0% | -153.6% | -85.4% |
| All | -71.5% | +79.8% | -151.3% | -85.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling