-98.5%
FTHM vs SPY
+145.6%
-244.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -3.1% |
| 7D | -17.3% | -2.7% | -14.6% | -13.6% |
| 30D | -31.5% | -5.4% | -26.1% | -25.7% |
| 3M | -80.2% | -4.1% | -76.1% | -78.9% |
| 6M | -82.4% | +0.7% | -83.1% | -82.7% |
| YTD | -85.3% | +8.7% | -94.0% | -87.0% |
| 1Y | -87.5% | +10.9% | -98.3% | -89.1% |
| 3Y | -95.5% | +75.0% | -170.5% | -98.1% |
| 5Y | -99.5% | +67.8% | -167.3% | -99.7% |
| All | -98.5% | +145.6% | -244.1% | -99.2% |
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