+26,000.0%
HYFT vs SPY
+322.5%
+25,677.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -18.0% |
| 7D | -1.1% | -0.8% | -0.4% | +11.0% |
| 30D | -0.4% | -1.1% | +0.7% | +11.5% |
| 3M | -20.4% | +3.9% | -24.3% | -80.9% |
| 6M | +2.0% | +13.6% | -11.7% | -98.6% |
| YTD | -28.3% | +12.7% | -41.0% | -99.1% |
| 1Y | -39.9% | +17.5% | -57.4% | -99.9% |
| 3Y | -36.5% | +76.9% | -113.4% | -100.0% |
| 5Y | -81.4% | +83.6% | -165.0% | -100.0% |
| All | +26,000.0% | +322.5% | +25,677.5% | +56,861,238,933,684,100,000,000,000,000,000,000,000,000,000,000,000.0% |
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