+74.7%
HTFL vs SPY
+16.9%
+57.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.3% |
| 7D | -11.3% | -2.7% | -8.6% | -6.7% |
| 30D | +6.2% | -5.4% | +11.6% | +17.3% |
| 3M | +92.7% | -4.1% | +96.8% | +107.7% |
| 6M | +73.0% | +0.7% | +72.3% | +70.1% |
| YTD | +79.8% | +8.7% | +71.1% | +56.8% |
| 1Y | +51.9% | +10.9% | +41.1% | +30.7% |
| All | +74.7% | +16.9% | +57.8% | +29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling