-88.5%
FHTX vs SPY
+138.1%
-226.6%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +1.3% | +8.7% | +8.0% |
| 7D | -0.5% | -0.9% | +0.4% | +1.5% |
| 30D | +7.2% | -2.4% | +9.5% | +11.7% |
| 3M | -68.3% | -1.2% | -67.1% | -67.8% |
| 6M | -51.7% | +3.3% | -55.0% | -54.2% |
| YTD | -61.3% | +12.3% | -73.6% | -67.3% |
| 1Y | -52.9% | +12.4% | -65.4% | -60.3% |
| 3Y | -35.3% | +78.8% | -114.1% | -70.0% |
| 5Y | -84.9% | +75.2% | -160.1% | -92.9% |
| All | -88.5% | +138.1% | -226.6% | -96.0% |
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