-89.5%
FHTX vs SPY
+129.7%
-219.2%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.4% | -4.9% | -2.7% |
| 7D | -8.9% | -4.7% | -4.1% | -1.9% |
| 30D | -3.3% | -5.9% | +2.6% | +6.2% |
| 3M | -61.0% | -4.5% | -56.4% | -58.4% |
| 6M | -58.9% | +1.8% | -60.7% | -60.3% |
| YTD | -64.7% | +8.3% | -73.1% | -68.7% |
| 1Y | -52.4% | +9.3% | -61.7% | -58.3% |
| 3Y | -50.3% | +74.9% | -125.1% | -76.2% |
| 5Y | -86.2% | +67.3% | -153.5% | -93.1% |
| All | -89.5% | +129.7% | -219.2% | -96.2% |
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