+34.8%
HFND vs SPY
+124.1%
-89.3%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.3% |
| 7D | -0.8% | -0.8% | 0.0% | -0.4% |
| 30D | -1.3% | -1.1% | -0.3% | -0.8% |
| 3M | -0.3% | +3.9% | -4.1% | -2.1% |
| 6M | +2.4% | +13.6% | -11.2% | -3.5% |
| YTD | +7.7% | +12.7% | -5.0% | +1.8% |
| 1Y | +9.3% | +17.5% | -8.2% | +1.4% |
| 3Y | +30.6% | +76.9% | -46.3% | +2.0% |
| All | +34.8% | +124.1% | -89.3% | -2.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling