+15.5%
HFRO vs SPY
+77.0%
-61.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -1.1% |
| 7D | -0.3% | -0.8% | +0.5% | +0.2% |
| 30D | +3.4% | -1.1% | +4.4% | +4.0% |
| 3M | +6.8% | +3.9% | +3.0% | +4.1% |
| 6M | +29.2% | +13.6% | +15.5% | +18.4% |
| YTD | +29.7% | +12.7% | +17.0% | +19.5% |
| 1Y | +24.6% | +17.5% | +7.1% | +11.5% |
| 3Y | +15.5% | +76.9% | -61.4% | -30.8% |
| All | +15.5% | +77.0% | -61.5% | -30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling