-94.1%
HTT vs SPY
+237.6%
-331.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -2.9% | -3.1% |
| 7D | -5.0% | +0.1% | -5.1% | -5.2% |
| 30D | -24.2% | -3.3% | -20.9% | -21.5% |
| 3M | -31.7% | -2.4% | -29.3% | -30.1% |
| 6M | -22.5% | +2.6% | -25.1% | -25.0% |
| YTD | -51.5% | +11.2% | -62.8% | -57.0% |
| 1Y | -63.8% | +13.4% | -77.2% | -68.5% |
| 3Y | 0.0% | +79.9% | -79.9% | -48.0% |
| 5Y | +1.2% | +72.2% | -71.0% | -43.6% |
| All | -94.1% | +237.6% | -331.7% | -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