-93.3%
FTHM vs SPY
+156.6%
-249.9%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +25.9% |
| 6M | -21.7% | +13.0% | -34.7% | -34.5% |
| YTD | -33.0% | +13.5% | -46.5% | -44.1% |
| 1Y | -63.4% | +20.0% | -83.4% | -71.5% |
| 3Y | -89.2% | +77.2% | -166.4% | -95.5% |
| 5Y | -97.7% | +81.9% | -179.6% | -99.0% |
| All | -93.3% | +156.6% | -249.9% | -96.7% |
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