-83.3%
FTH vs SPY
+82.0%
-165.3%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +3.1% |
| 7D | +18.4% | +0.1% | +18.2% | +18.2% |
| 30D | +62.9% | +0.1% | +62.8% | +62.6% |
| 3M | +141.3% | +2.0% | +139.3% | +137.0% |
| 6M | +27.4% | +13.0% | +14.4% | +13.2% |
| YTD | +275.4% | +13.5% | +261.8% | +234.0% |
| 1Y | +354.4% | +20.0% | +334.4% | +284.7% |
| 3Y | +94.4% | +77.2% | +17.2% | +14.1% |
| All | -83.3% | +82.0% | -165.3% | -90.4% |
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