+1,477.1%
HTHT vs SPY
+779.4%
+697.6%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.9% |
| 7D | -4.3% | +0.1% | -4.4% | -4.4% |
| 30D | +8.1% | +0.1% | +8.0% | +7.9% |
| 3M | +2.3% | +2.0% | +0.3% | -0.1% |
| 6M | -10.6% | +13.0% | -23.6% | -20.7% |
| YTD | -0.2% | +13.5% | -13.7% | -11.9% |
| 1Y | +31.9% | +20.0% | +11.9% | +10.5% |
| 3Y | +25.0% | +77.2% | -52.2% | -28.2% |
| 5Y | +5.4% | +81.9% | -76.4% | -40.0% |
| 10Y | +376.1% | +314.1% | +62.1% | +31.1% |
| All | +1,477.1% | +779.4% | +697.6% | +152.0% |
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