+4.2%
HTT vs SPY
+67.0%
-62.8%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.4% | +1.6% | +2.2% |
| 7D | -4.9% | -4.7% | -0.2% | +0.3% |
| 30D | -23.5% | -5.9% | -17.5% | -18.0% |
| 3M | -32.4% | -4.5% | -27.9% | -28.9% |
| 6M | -27.6% | +1.8% | -29.4% | -29.5% |
| YTD | -51.3% | +8.3% | -59.6% | -55.8% |
| 1Y | -65.1% | +9.3% | -74.4% | -68.6% |
| 3Y | -1.7% | +74.9% | -76.6% | -50.8% |
| 5Y | +4.2% | +67.3% | -63.1% | -42.6% |
| All | +4.2% | +67.0% | -62.8% | -42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling