+238.4%
HOFT vs SPY
+1,111.6%
-873.2%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +4.0% |
| 7D | -1.9% | +0.1% | -2.0% | -2.0% |
| 30D | -11.2% | +0.1% | -11.2% | -11.3% |
| 3M | +3.5% | +2.0% | +1.5% | +2.0% |
| 6M | -1.4% | +13.0% | -14.4% | -11.7% |
| YTD | +18.1% | +13.5% | +4.6% | +5.1% |
| 1Y | +28.9% | +20.0% | +8.9% | +8.6% |
| 3Y | -29.3% | +77.2% | -106.5% | -58.0% |
| 5Y | -47.0% | +81.9% | -128.9% | -69.9% |
| 10Y | -22.5% | +314.1% | -336.5% | -79.3% |
| All | +238.4% | +1,111.6% | -873.2% | -58.9% |
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