-84.2%
HFFG vs SPY
+251.9%
-336.1%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.4% |
| 7D | +5.4% | +2.6% | +2.8% | +2.8% |
| 30D | -1.3% | -2.0% | +0.7% | +0.6% |
| 3M | -14.4% | -2.8% | -11.6% | -12.3% |
| 6M | -22.9% | +2.1% | -25.0% | -25.6% |
| YTD | -27.9% | +11.5% | -39.4% | -36.6% |
| 1Y | -30.8% | +13.5% | -44.3% | -40.3% |
| 3Y | -67.6% | +77.7% | -145.3% | -82.0% |
| 5Y | -80.6% | +72.6% | -153.2% | -88.9% |
| All | -84.2% | +251.9% | -336.1% | -95.4% |
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 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