-99.5%
THH vs SPY
+15.6%
-115.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -2.0% |
| 7D | -7.7% | -2.7% | -5.0% | -3.7% |
| 30D | -8.7% | -5.4% | -3.3% | -0.1% |
| 3M | -44.0% | -4.1% | -40.0% | -39.9% |
| 6M | -60.2% | +0.7% | -60.9% | -59.9% |
| YTD | -99.3% | +8.7% | -108.0% | -99.4% |
| 1Y | -98.4% | +10.9% | -109.3% | -98.7% |
| All | -99.5% | +15.6% | -115.1% | -99.5% |
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