+156.3%
FTHI vs SPY
+419.2%
-262.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +0.7% | +0.1% | +0.6% | +0.6% |
| 30D | +0.8% | +0.1% | +0.7% | +0.7% |
| 3M | +2.4% | +2.0% | +0.4% | +1.0% |
| 6M | +6.1% | +13.0% | -6.9% | -2.2% |
| YTD | +7.9% | +13.5% | -5.7% | -0.8% |
| 1Y | +12.2% | +20.0% | -7.7% | -0.5% |
| 3Y | +48.3% | +77.2% | -28.9% | +2.1% |
| 5Y | +68.7% | +81.9% | -13.1% | +13.3% |
| 10Y | +126.3% | +314.1% | -187.8% | -6.4% |
| All | +156.3% | +419.2% | -262.9% | -5.1% |
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 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