-72.8%
FHTX vs SPY
+140.8%
-213.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.6% |
| 7D | -18.0% | +0.1% | -18.1% | -18.3% |
| 30D | +0.8% | +0.1% | +0.8% | +0.4% |
| 3M | +31.6% | +2.0% | +29.6% | +27.1% |
| 6M | -13.2% | +13.0% | -26.2% | -27.8% |
| YTD | -8.9% | +13.5% | -22.4% | -24.4% |
| 1Y | -8.7% | +20.0% | -28.7% | -29.8% |
| 3Y | -36.6% | +77.2% | -113.8% | -70.3% |
| 5Y | -64.0% | +81.9% | -145.9% | -83.8% |
| All | -72.8% | +140.8% | -213.6% | -90.8% |
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 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