+1,843.2%
THFF vs SPY
+3,091.8%
-1,248.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.1% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | -3.7% | +0.1% | -3.7% | -3.7% |
| 3M | +13.1% | +2.0% | +11.1% | +10.8% |
| 6M | +25.1% | +13.0% | +12.1% | +12.1% |
| YTD | +34.7% | +13.5% | +21.2% | +20.2% |
| 1Y | +37.0% | +20.0% | +17.1% | +16.5% |
| 3Y | +136.3% | +77.2% | +59.1% | +43.5% |
| 5Y | +131.8% | +81.9% | +49.9% | +32.9% |
| 10Y | +166.6% | +314.1% | -147.4% | -26.0% |
| All | +1,843.2% | +3,091.8% | -1,248.6% | +132.1% |
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