+343.9%
HTHT vs SPY
+322.5%
+21.5%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.6% |
| 7D | -5.0% | -0.8% | -4.2% | -4.3% |
| 30D | +5.4% | -1.1% | +6.5% | +6.3% |
| 3M | -3.2% | +3.9% | -7.1% | -7.0% |
| 6M | -14.3% | +13.6% | -27.9% | -24.6% |
| YTD | -5.2% | +12.7% | -17.8% | -16.0% |
| 1Y | +20.8% | +17.5% | +3.3% | +2.6% |
| 3Y | +26.8% | +76.9% | -50.1% | -29.2% |
| 5Y | -0.7% | +83.6% | -84.2% | -45.8% |
| All | +343.9% | +322.5% | +21.5% | +3.7% |
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 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