+65.8%
FPH vs SPY
+75.1%
-9.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.7% |
| 7D | +1.9% | -2.7% | +4.6% | +4.0% |
| 30D | -6.2% | -5.4% | -0.8% | -2.6% |
| 3M | -17.3% | -4.1% | -13.2% | -14.9% |
| 6M | -14.1% | +0.7% | -14.8% | -14.6% |
| YTD | -23.8% | +8.7% | -32.5% | -28.1% |
| 1Y | -27.3% | +10.9% | -38.2% | -32.4% |
| 3Y | +65.8% | +75.0% | -9.2% | +0.1% |
| All | +65.8% | +75.1% | -9.3% | +0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling