-31.9%
HOFT vs SPY
+318.9%
-350.8%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.0% |
| 7D | -0.7% | -2.0% | +1.3% | +1.0% |
| 30D | -17.2% | -1.7% | -15.5% | -16.0% |
| 3M | +2.7% | +4.7% | -2.0% | -0.9% |
| 6M | -1.7% | +12.5% | -14.2% | -11.2% |
| YTD | +13.2% | +11.7% | +1.5% | +2.6% |
| 1Y | +20.1% | +17.5% | +2.7% | +3.7% |
| 3Y | -16.6% | +76.6% | -93.2% | -49.4% |
| 5Y | -41.9% | +82.0% | -123.9% | -66.2% |
| All | -31.9% | +318.9% | -350.8% | -81.2% |
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 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