+166.4%
FTHF vs SPY
+85.7%
+80.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.9% |
| 7D | +5.8% | +0.5% | +5.2% | +5.1% |
| 30D | +12.1% | -0.9% | +13.0% | +13.2% |
| 3M | +10.6% | +3.9% | +6.7% | +6.8% |
| 6M | +37.4% | +14.5% | +22.9% | +22.0% |
| YTD | +55.3% | +12.9% | +42.4% | +39.8% |
| 1Y | +90.6% | +19.4% | +71.3% | +64.3% |
| All | +166.4% | +85.7% | +80.6% | +38.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling