+99.8%
HTFL vs SPY
+20.4%
+79.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.7% | +2.0% |
| 7D | +15.3% | +3.3% | +12.1% | +9.2% |
| 30D | +19.1% | -2.7% | +21.8% | +25.3% |
| 3M | +100.7% | -1.7% | +102.5% | +107.7% |
| 6M | +103.7% | +3.1% | +100.6% | +93.0% |
| YTD | +105.6% | +11.9% | +93.7% | +70.7% |
| 1Y | +67.7% | +12.0% | +55.7% | +39.2% |
| All | +99.8% | +20.4% | +79.4% | +41.3% |
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