+173.8%
HFXI vs SPY
+335.6%
-161.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | +0.1% |
| 7D | +1.4% | +0.5% | +0.8% | +0.9% |
| 30D | +0.1% | -0.9% | +1.0% | +0.8% |
| 3M | +4.1% | +3.9% | +0.2% | +1.1% |
| 6M | +13.4% | +14.5% | -1.1% | +2.3% |
| YTD | +18.9% | +12.9% | +6.0% | +8.4% |
| 1Y | +28.8% | +19.4% | +9.4% | +12.4% |
| 3Y | +77.8% | +78.5% | -0.7% | +12.2% |
| 5Y | +76.1% | +81.8% | -5.6% | +8.5% |
| 10Y | +189.5% | +311.5% | -122.0% | -12.1% |
| All | +173.8% | +335.6% | -161.8% | -20.5% |
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