+154.8%
HIFS vs SPY
+318.9%
-164.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.1% |
| 7D | +3.8% | -2.0% | +5.7% | +5.4% |
| 30D | -1.0% | -1.7% | +0.7% | +0.3% |
| 3M | +6.8% | +4.7% | +2.0% | +2.9% |
| 6M | +10.8% | +12.5% | -1.7% | +1.0% |
| YTD | +9.6% | +11.7% | -2.1% | +0.4% |
| 1Y | +13.6% | +17.5% | -3.9% | +0.3% |
| 3Y | +60.5% | +76.6% | -16.1% | +6.5% |
| 5Y | +5.1% | +82.0% | -76.9% | -32.0% |
| All | +154.8% | +318.9% | -164.0% | +5.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling