+3.3%
HFRO vs SPY
+82.3%
-78.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.9% |
| 7D | -0.3% | -0.8% | +0.5% | +0.1% |
| 30D | +3.4% | -1.1% | +4.4% | +3.8% |
| 3M | +6.8% | +3.9% | +3.0% | +4.9% |
| 6M | +29.2% | +13.6% | +15.5% | +21.6% |
| YTD | +29.7% | +12.7% | +17.0% | +22.5% |
| 1Y | +24.6% | +17.5% | +7.1% | +15.5% |
| 3Y | +15.5% | +76.9% | -61.4% | -9.5% |
| All | +3.3% | +82.3% | -78.9% | -22.3% |
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