-5.3%
HTT vs SPY
+72.1%
-77.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.5% | -1.4% |
| 7D | -6.4% | +2.6% | -9.0% | -9.1% |
| 30D | -22.5% | -2.0% | -20.5% | -20.9% |
| 3M | -35.7% | -2.8% | -32.9% | -33.8% |
| 6M | -23.9% | +2.1% | -26.1% | -26.2% |
| YTD | -54.4% | +11.5% | -65.9% | -60.0% |
| 1Y | -66.2% | +13.5% | -79.6% | -70.9% |
| 3Y | -4.7% | +77.7% | -82.4% | -53.2% |
| All | -5.3% | +72.1% | -77.4% | -49.7% |
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 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