-96.4%
THH vs SPY
+19.4%
-115.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.5% | +7.1% | +7.4% |
| 7D | +1.7% | +0.5% | +1.2% | +0.8% |
| 30D | -22.3% | -0.9% | -21.3% | -21.2% |
| 3M | -41.3% | +3.9% | -45.1% | -44.2% |
| 6M | -59.6% | +14.5% | -74.2% | -68.0% |
| YTD | -99.0% | +12.9% | -112.0% | -99.2% |
| 1Y | -96.4% | +19.4% | -115.8% | -96.9% |
| All | -96.4% | +19.4% | -115.8% | -96.9% |
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