-91.1%
HTT vs SPY
+244.6%
-335.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.8% |
| 7D | -0.8% | +0.1% | -0.9% | -0.9% |
| 30D | +2.0% | +0.1% | +1.9% | +2.0% |
| 3M | -12.4% | +2.0% | -14.4% | -14.5% |
| 6M | -7.8% | +13.0% | -20.8% | -19.2% |
| YTD | -26.5% | +13.5% | -40.0% | -36.0% |
| 1Y | -41.9% | +20.0% | -61.8% | -52.2% |
| 3Y | +7.9% | +77.2% | -69.3% | -42.7% |
| 5Y | +50.9% | +81.9% | -31.0% | -20.3% |
| All | -91.1% | +244.6% | -335.6% | -98.1% |
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