+13.3%
HFSI vs SPY
+71.5%
-58.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | 0.0% |
| 7D | +0.7% | +0.1% | +0.6% | +0.7% |
| 30D | +1.8% | -3.3% | +5.1% | +2.2% |
| 3M | -1.3% | -2.4% | +1.1% | -1.1% |
| 6M | -0.9% | +2.6% | -3.5% | -1.3% |
| YTD | +0.3% | +11.2% | -10.9% | -1.0% |
| 1Y | +0.9% | +13.4% | -12.5% | -0.7% |
| 3Y | +26.7% | +79.9% | -53.2% | +17.6% |
| 5Y | +13.3% | +72.2% | -58.9% | +4.6% |
| All | +13.3% | +71.5% | -58.2% | +4.6% |
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