-86.1%
FHTX vs SPY
+67.4%
-153.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -2.3% |
| 7D | -10.1% | -2.7% | -7.4% | -6.0% |
| 30D | -10.5% | -5.4% | -5.1% | -2.2% |
| 3M | -66.4% | -4.1% | -62.3% | -64.4% |
| 6M | -60.0% | +0.7% | -60.7% | -60.8% |
| YTD | -65.4% | +8.7% | -74.0% | -69.6% |
| 1Y | -53.3% | +10.9% | -64.1% | -60.2% |
| 3Y | -46.2% | +75.0% | -121.2% | -75.2% |
| All | -86.1% | +67.4% | -153.5% | -93.4% |
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