-99.1%
FTHM vs SPY
+152.0%
-251.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -33.6% | -0.4% | -33.2% | -33.1% |
| 7D | -35.8% | +2.6% | -38.4% | -37.8% |
| 30D | -49.5% | -2.0% | -47.5% | -47.6% |
| 3M | -87.1% | -2.8% | -84.3% | -86.5% |
| 6M | -86.6% | +2.1% | -88.7% | -87.0% |
| YTD | -90.6% | +11.5% | -102.1% | -91.9% |
| 1Y | -91.3% | +13.5% | -104.7% | -92.7% |
| 3Y | -97.1% | +77.7% | -174.8% | -98.8% |
| 5Y | -99.7% | +72.6% | -172.3% | -99.8% |
| All | -99.1% | +152.0% | -251.0% | -99.5% |
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