-86.3%
FHTX vs SPY
+72.2%
-158.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.4% | -6.5% | -6.3% |
| 7D | -10.8% | -0.6% | -10.2% | -9.6% |
| 30D | -5.0% | -3.7% | -1.3% | +1.1% |
| 3M | -69.6% | -2.7% | -66.8% | -68.4% |
| 6M | -57.2% | +2.2% | -59.4% | -58.9% |
| YTD | -64.8% | +10.8% | -75.6% | -70.0% |
| 1Y | -57.0% | +11.2% | -68.3% | -63.5% |
| 3Y | -41.2% | +76.5% | -117.7% | -73.3% |
| 5Y | -86.3% | +72.9% | -159.2% | -93.8% |
| All | -86.3% | +72.2% | -158.5% | -93.8% |
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