+102.7%
STHH vs SPY
+20.8%
+81.9%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.7% |
| 7D | +4.9% | +0.1% | +4.8% | +4.6% |
| 30D | -1.7% | +0.1% | -1.8% | -1.8% |
| 3M | -32.2% | +2.0% | -34.2% | -34.7% |
| 6M | +58.5% | +13.0% | +45.5% | +24.8% |
| YTD | +105.7% | +13.5% | +92.1% | +61.5% |
| 1Y | +102.7% | +20.0% | +82.7% | +48.1% |
| All | +102.7% | +20.8% | +81.9% | +48.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling