+102.5%
HTH vs SPY
+312.5%
-210.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.2% |
| 7D | -0.5% | -0.4% | -0.1% | -0.1% |
| 30D | -1.1% | -1.4% | +0.3% | +0.2% |
| 3M | +3.0% | +3.7% | -0.8% | -0.9% |
| 6M | +5.5% | +13.0% | -7.5% | -6.8% |
| YTD | +14.8% | +12.4% | +2.4% | +1.8% |
| 1Y | +12.8% | +18.5% | -5.7% | -5.2% |
| 3Y | +41.4% | +77.6% | -36.2% | -22.0% |
| 5Y | +29.6% | +81.7% | -52.1% | -30.5% |
| 10Y | +102.5% | +319.7% | -217.1% | -60.5% |
| All | +102.5% | +312.5% | -210.0% | -60.5% |
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