-94.2%
FTH vs SPY
+107.3%
-201.5%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.3% | +10.4% | +10.4% |
| 7D | +18.0% | -2.7% | +20.7% | +21.2% |
| 30D | -11.5% | -5.4% | -6.1% | -6.1% |
| 3M | -9.9% | -4.1% | -5.8% | -5.9% |
| 6M | -15.3% | +0.7% | -16.0% | -15.7% |
| YTD | +106.7% | +8.7% | +98.0% | +91.3% |
| 1Y | +136.1% | +10.9% | +125.2% | +115.2% |
| 3Y | +46.0% | +75.0% | -29.0% | -17.4% |
| 5Y | -87.6% | +67.8% | -155.4% | -92.5% |
| All | -94.2% | +107.3% | -201.5% | -97.6% |
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