+34.7%
HFND vs SPY
+122.3%
-87.6%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.2% |
| 7D | -0.8% | -2.0% | +1.2% | +0.1% |
| 30D | -1.3% | -1.7% | +0.3% | -0.5% |
| 3M | +1.2% | +4.7% | -3.5% | -1.0% |
| 6M | +2.1% | +12.5% | -10.4% | -3.4% |
| YTD | +7.6% | +11.7% | -4.1% | +2.2% |
| 1Y | +10.7% | +17.5% | -6.8% | +2.7% |
| 3Y | +31.1% | +76.6% | -45.5% | +2.6% |
| All | +34.7% | +122.3% | -87.6% | -1.9% |
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 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