+86.1%
HTFL vs SPY
+19.2%
+66.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -0.9% |
| 7D | +2.6% | -0.6% | +3.2% | +4.0% |
| 30D | +12.2% | -3.7% | +15.9% | +20.2% |
| 3M | +90.1% | -2.7% | +92.9% | +100.2% |
| 6M | +89.1% | +2.2% | +86.9% | +81.9% |
| YTD | +91.4% | +10.8% | +80.6% | +61.6% |
| 1Y | +64.9% | +11.2% | +53.7% | +38.9% |
| All | +86.1% | +19.2% | +66.8% | +33.8% |
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