Contextualizing my alt-risk strategy in HFR index space

In a recent post here [End of one (strategy) era, the beginning of another] I was trying, with dubious results, to brag about tiny advantages in my private alt risk strategy. This is a strategy that I am leaving behind for a new strategy that is similar but takes way less effort. Here's another look using a different context.

Mark Rzepczynski at Disciplined Systematic Global Macro Views just put out an interesting post (Alternative risk premium indices - Providing insight on what is possible in the ARP space) based on some new indices put out by HFR.  Per Mark:

HFR, the hedge fund index provider, announced a new set of indices based on alternative risk premium strategies generated from banks. This is a major advancement in transparency for investors and shows the strength in this growing sector of investing. 

This is another chance for me to contextualize (brag?) my alt risk strategy against people that seem to know what they are doing. This is a chart from Mark's post on which I overlay my seven year track record (green; apples to oranges) and my 1 year peformance (red; more or less apples to apples but I am not totally sure on exact methods and metrics). He describes the chart thusly:

The chart above shows the 1-year return and risk for the set of risk premium indices offered by HFR which are each a weighted average of similar ARP indices offered by different banks. All of the indices did not generate gains in the last year. In fact, many showed that ARP investing over the last year was difficult especially in the volatility strategy space; nevertheless, there have been a significant number of positive returning ARPs which have reasonably low volatility. These ARPs can form the basis of a good diversified portfolio that can replicate the behavior of hedge funds. This is worth tracking especially against hedge funds which have not performed as well as expected.

HFR index space (red and green dots not in original)

Since I don't consider the strategy secret or all that hard I'll post it out in more detail at some point. Think: medium-risk collateral yield + strategic LT positions + (mostly) trend following in credit risk categories + short options + some discretionary trading + a little leverage here and there.  All in all I guess I don't have to be too ashamed, right? When real retirement consumption is part of the mix, and not just index/portfolio efficiency bragging rights, it feels even better.