+278.7%
HOFT vs SPY
+1,093.9%
-815.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.9% |
| 7D | -0.3% | +3.3% | -3.6% | -3.3% |
| 30D | +16.0% | -2.7% | +18.7% | +18.7% |
| 3M | -1.5% | -1.7% | +0.3% | -0.2% |
| 6M | +17.9% | +3.1% | +14.8% | +14.7% |
| YTD | +32.2% | +11.9% | +20.3% | +18.9% |
| 1Y | +51.9% | +12.0% | +39.9% | +36.2% |
| 3Y | -0.7% | +78.2% | -78.9% | -41.4% |
| 5Y | -29.3% | +73.2% | -102.5% | -58.0% |
| 10Y | -24.3% | +309.6% | -334.0% | -79.7% |
| All | +278.7% | +1,093.9% | -815.3% | -53.5% |
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