+177.4%
HTH vs SPY
+900.0%
-722.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.2% |
| 7D | +1.9% | +0.1% | +1.8% | +1.8% |
| 30D | -0.8% | +0.1% | -0.9% | -0.9% |
| 3M | +6.3% | +2.0% | +4.3% | +4.2% |
| 6M | +5.9% | +13.0% | -7.1% | -4.8% |
| YTD | +17.5% | +13.5% | +3.9% | +5.2% |
| 1Y | +12.2% | +20.0% | -7.8% | -4.2% |
| 3Y | +36.2% | +77.2% | -41.0% | -16.8% |
| 5Y | +32.0% | +81.9% | -49.9% | -21.0% |
| 10Y | +106.1% | +314.1% | -208.0% | -34.3% |
| All | +177.4% | +900.0% | -722.6% | -50.6% |
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