-29.0%
FTH vs SPY
+78.7%
-107.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.2% | -0.4% | -19.9% | -19.9% |
| 7D | -46.5% | +3.3% | -49.8% | -48.7% |
| 30D | -50.5% | -2.7% | -47.8% | -49.6% |
| 3M | -63.8% | -1.7% | -62.0% | -63.5% |
| 6M | -49.3% | +3.1% | -52.4% | -51.1% |
| YTD | -0.2% | +11.9% | -12.1% | -11.0% |
| 1Y | +5.4% | +12.0% | -6.5% | -5.9% |
| All | -29.0% | +78.7% | -107.7% | -41.9% |
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