+10,529.1%
HIFS vs SPY
+3,034.0%
+7,495.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.4% |
| 7D | +1.5% | +2.6% | -1.1% | +0.7% |
| 30D | +5.4% | -2.0% | +7.4% | +6.2% |
| 3M | -3.3% | -2.8% | -0.5% | -2.4% |
| 6M | +15.4% | +2.1% | +13.3% | +14.7% |
| YTD | +7.4% | +11.5% | -4.1% | +3.8% |
| 1Y | +11.3% | +13.5% | -2.2% | +7.1% |
| 3Y | +94.1% | +77.7% | +16.4% | +65.2% |
| 5Y | -16.0% | +72.6% | -88.6% | -28.0% |
| 10Y | +108.9% | +308.2% | -199.2% | +51.5% |
| All | +10,529.1% | +3,034.0% | +7,495.1% | +6,055.2% |
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