-93.6%
FTHM vs SPY
+154.0%
-247.7%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -2.6% |
| 7D | -1.7% | -0.4% | -1.3% | -1.1% |
| 30D | -12.0% | -1.4% | -10.6% | -10.1% |
| 3M | +38.8% | +3.7% | +35.1% | +30.9% |
| 6M | -25.4% | +13.0% | -38.4% | -37.6% |
| YTD | -36.9% | +12.4% | -49.3% | -46.6% |
| 1Y | -65.0% | +18.5% | -83.5% | -72.3% |
| 3Y | -88.3% | +77.6% | -165.9% | -95.2% |
| 5Y | -97.8% | +81.7% | -179.5% | -99.1% |
| All | -93.6% | +154.0% | -247.7% | -96.9% |
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