+162.4%
HTH vs SPY
+876.1%
-713.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.2% |
| 7D | -0.2% | -0.6% | +0.4% | +0.2% |
| 30D | +2.0% | -3.7% | +5.7% | +5.1% |
| 3M | -4.3% | -2.7% | -1.5% | -2.3% |
| 6M | -1.1% | +2.2% | -3.3% | -3.4% |
| YTD | +11.1% | +10.8% | +0.3% | +1.3% |
| 1Y | +12.0% | +11.2% | +0.7% | +1.6% |
| 3Y | +37.1% | +76.5% | -39.4% | -16.2% |
| 5Y | +8.1% | +72.9% | -64.9% | -32.8% |
| 10Y | +67.1% | +304.8% | -237.8% | -45.9% |
| All | +162.4% | +876.1% | -713.7% | -52.5% |
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 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