-63.8%
FTHM vs SPY
+19.3%
-83.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.2% |
| 7D | +5.8% | +0.5% | +5.2% | +5.2% |
| 30D | -13.4% | -0.9% | -12.5% | -12.4% |
| 3M | +29.0% | +3.9% | +25.1% | +21.6% |
| 6M | -24.4% | +14.5% | -38.9% | -42.9% |
| YTD | -34.9% | +12.9% | -47.8% | -49.1% |
| All | -63.8% | +19.3% | -83.2% | -72.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling