-56.0%
HYFT vs SPY
+904.0%
-960.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.9% | +6.8% |
| 7D | -0.8% | -2.0% | +1.2% | +14.8% |
| 30D | -4.3% | -1.7% | -2.7% | +7.8% |
| 3M | -18.0% | +4.7% | -22.7% | -45.4% |
| 6M | +1.5% | +12.5% | -11.0% | -62.5% |
| YTD | -27.5% | +11.7% | -39.2% | -71.6% |
| 1Y | -30.9% | +17.5% | -48.4% | -82.4% |
| 3Y | -33.0% | +76.6% | -109.6% | -99.9% |
| 5Y | -81.2% | +82.0% | -163.2% | -100.0% |
| 10Y | +26,300.0% | +317.1% | +25,982.9% | -100.0% |
| All | -56.0% | +904.0% | -960.0% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling