-81.2%
HYFT vs SPY
+82.3%
-163.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -2.0% |
| 7D | -1.1% | -0.8% | -0.4% | -0.4% |
| 30D | -0.4% | -1.1% | +0.7% | +0.8% |
| 3M | -20.4% | +3.9% | -24.3% | -23.0% |
| 6M | +2.0% | +13.6% | -11.7% | -8.4% |
| YTD | -28.3% | +12.7% | -41.0% | -34.6% |
| 1Y | -39.9% | +17.5% | -57.4% | -46.7% |
| 3Y | -36.5% | +76.9% | -113.4% | -56.9% |
| All | -81.2% | +82.3% | -163.4% | -88.8% |
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 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