+40.7%
HFGM vs SPY
+42.4%
-1.7%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +1.0% |
| 7D | +1.4% | -2.0% | +3.4% | +3.3% |
| 30D | +1.3% | -1.7% | +3.0% | +2.8% |
| 3M | +2.8% | +4.7% | -1.9% | -1.7% |
| 6M | -8.5% | +12.5% | -21.0% | -18.3% |
| YTD | +11.1% | +11.7% | -0.6% | -0.1% |
| 1Y | +16.2% | +17.5% | -1.3% | +1.4% |
| All | +40.7% | +42.4% | -1.7% | +17.0% |
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