-97.6%
FTHM vs SPY
+82.0%
-179.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.1% |
| 7D | -0.7% | +0.1% | -0.8% | -0.7% |
| 30D | -8.3% | +0.1% | -8.3% | -8.1% |
| 3M | +30.2% | +2.0% | +28.2% | +26.4% |
| 6M | -21.7% | +13.0% | -34.7% | -33.5% |
| YTD | -33.0% | +13.5% | -46.5% | -43.2% |
| 1Y | -63.4% | +20.0% | -83.4% | -70.9% |
| 3Y | -89.2% | +77.2% | -166.4% | -95.2% |
| All | -97.6% | +82.0% | -179.7% | -99.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling