+377.9%
HFWA vs SPY
+1,029.4%
-651.5%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.0% |
| 7D | +1.2% | +0.5% | +0.6% | +0.9% |
| 30D | -2.0% | -0.9% | -1.1% | -1.5% |
| 3M | +4.4% | +3.9% | +0.5% | +2.0% |
| 6M | +16.0% | +14.5% | +1.4% | +7.0% |
| YTD | +25.5% | +12.9% | +12.5% | +16.7% |
| 1Y | +19.8% | +19.4% | +0.5% | +8.0% |
| 3Y | +94.3% | +78.5% | +15.9% | +39.6% |
| 5Y | +44.8% | +81.8% | -36.9% | +2.3% |
| 10Y | +124.3% | +311.5% | -187.2% | +7.0% |
| All | +377.9% | +1,029.4% | -651.5% | +34.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling