-81.9%
HFFG vs SPY
+258.4%
-340.3%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.7% |
| 7D | -1.7% | +0.1% | -1.8% | -1.8% |
| 30D | +21.2% | +0.1% | +21.2% | +21.0% |
| 3M | -3.8% | +2.0% | -5.8% | -6.5% |
| 6M | -16.1% | +13.0% | -29.1% | -27.1% |
| YTD | -17.7% | +13.5% | -31.2% | -28.6% |
| 1Y | -44.3% | +20.0% | -64.3% | -54.5% |
| 3Y | -62.8% | +77.2% | -140.0% | -79.1% |
| 5Y | -69.9% | +81.9% | -151.8% | -83.5% |
| All | -81.9% | +258.4% | -340.3% | -94.9% |
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