-94.1%
HTT vs SPY
+229.8%
-323.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.3% |
| 7D | -3.9% | -2.7% | -1.2% | -1.1% |
| 30D | -23.5% | -5.4% | -18.1% | -18.8% |
| 3M | -30.2% | -4.1% | -26.2% | -27.1% |
| 6M | -28.2% | +0.7% | -28.9% | -29.1% |
| YTD | -51.3% | +8.7% | -59.9% | -55.6% |
| 1Y | -63.7% | +10.9% | -74.5% | -67.6% |
| 3Y | -3.4% | +75.0% | -78.3% | -48.2% |
| 5Y | +4.2% | +67.8% | -63.6% | -40.2% |
| All | -94.1% | +229.8% | -323.9% | -98.7% |
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