+1,669.9%
HTHT vs SPY
+763.5%
+906.4%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +1.2% |
| 7D | -1.3% | +2.6% | -3.9% | -3.6% |
| 30D | +14.0% | -2.0% | +16.0% | +15.6% |
| 3M | +26.8% | -2.8% | +29.6% | +29.3% |
| 6M | +9.5% | +2.1% | +7.3% | +6.1% |
| YTD | +12.0% | +11.5% | +0.5% | +0.1% |
| 1Y | +17.2% | +13.5% | +3.7% | +2.9% |
| 3Y | +65.1% | +77.7% | -12.6% | -5.8% |
| 5Y | +21.5% | +72.6% | -51.1% | -27.9% |
| 10Y | +420.8% | +308.2% | +112.7% | +44.5% |
| All | +1,669.9% | +763.5% | +906.4% | +186.1% |
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