-81.2%
HFFG vs SPY
+72.1%
-153.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.4% |
| 7D | +5.4% | +2.6% | +2.8% | +2.5% |
| 30D | -1.3% | -2.0% | +0.7% | +0.7% |
| 3M | -14.4% | -2.8% | -11.6% | -12.1% |
| 6M | -22.9% | +2.1% | -25.0% | -26.0% |
| YTD | -27.9% | +11.5% | -39.4% | -37.8% |
| 1Y | -30.8% | +13.5% | -44.3% | -41.7% |
| 3Y | -67.6% | +77.7% | -145.3% | -83.6% |
| All | -81.2% | +72.1% | -153.3% | -90.2% |
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