+30.7%
HTHT vs SPY
+76.5%
-45.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.2% |
| 7D | -4.1% | -0.4% | -3.7% | -3.9% |
| 30D | +4.2% | -1.4% | +5.6% | +5.0% |
| 3M | +2.6% | +3.7% | -1.1% | 0.0% |
| 6M | -11.7% | +13.0% | -24.7% | -19.1% |
| YTD | -2.2% | +12.4% | -14.6% | -10.2% |
| 1Y | +23.6% | +18.5% | +5.1% | +9.4% |
| All | +30.7% | +76.5% | -45.9% | -13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling