| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | THFF | SPY | Δ |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 · ytd | +8.9% | −2.8% | −0.3% | +4.8% | +5.3% | +11.9% | +5.2% | — | — | — | — | — | +37.2% | +9.3% | +27.9pp |
| 2025 | +5.5% | +7.3% | −5.3% | +1.9% | +4.9% | +4.5% | −0.2% | +10.2% | −4.3% | −4.7% | +9.5% | +3.5% | +36.2% | +17.7% | +18.5pp |
| 2024 | −8.4% | −5.6% | +4.2% | −5.0% | +1.7% | −1.6% | +25.0% | −0.6% | −2.9% | +0.0% | +13.7% | −5.4% | +11.1% | +24.9% | −13.7pp |
| 2023 | −1.4% | −2.2% | −14.7% | −7.8% | −6.1% | +1.7% | +17.7% | −3.9% | −7.9% | +1.8% | +11.2% | +13.7% | −3.0% | +26.2% | −29.2pp |
| 2022 | +0.3% | +3.6% | −6.9% | −1.5% | +5.5% | +0.2% | +5.0% | −0.5% | −2.8% | +7.3% | −0.9% | −4.1% | +4.2% | −18.2% | +22.4pp |
| 2021 | +0.1% | +10.4% | +6.2% | −1.7% | +2.6% | −9.0% | −1.9% | +0.9% | +4.0% | +1.9% | +1.4% | +4.2% | +19.5% | +28.7% | −9.3pp |
| 2020 | −7.7% | −4.3% | −15.6% | +5.3% | −1.2% | +6.5% | −9.3% | +2.9% | −8.7% | +10.6% | +9.1% | +2.6% | −12.7% | +18.3% | −31.1pp |
| 2019 | +4.5% | +7.0% | −5.4% | −2.0% | −8.1% | +7.6% | +8.1% | −6.5% | +7.1% | +0.9% | +0.8% | +3.4% | +16.8% | +31.2% | −14.4pp |
| 2018 | +3.2% | −7.3% | −3.0% | +2.8% | +2.0% | +5.2% | +13.3% | +0.1% | −2.4% | −8.6% | +1.8% | −14.0% | −9.4% | −4.6% | −4.8pp |
| 2017 | −7.5% | −3.9% | +2.3% | +2.7% | −6.7% | +4.9% | −2.6% | −5.8% | +9.7% | −0.2% | +4.8% | −5.9% | −9.5% | +21.7% | −31.2pp |
A month’s return is its month-end close over the prior month-end’s, so a year’s figure is exactly the product of its twelve monthly cells — no separate annualisation, no resampling. A blank cell means no return exists for that month (the series had not started, or it is the very first month-end, which has nothing to be measured against). Blank is never zero.
Basis. THFF is on the total return (splits + dividends) basis, SPY on the total return (splits + dividends) basis. Both columns are on the same basis, so the Δ column is a like-for-like difference.
Partial years. A year marked “ytd” or “part” does not cover the full calendar year: either the stored history starts inside it (the figure is measured from the first month-end present) or the data stops before December (the figure runs through the last stored close). The row’s own tooltip names the exact boundary. It is never dressed up as a calendar-year return.
End of day. These are stored end-of-day closes, and the window is anchored on the LAST stored bar rather than today’s date — so the newest row ends where the data ends. Nothing here is intraday.
| Month | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Years ⓘ | 21 | 21 | 21 | 21 | 21 | 21 | 21 | 21 | 21 | 21 | 21 | 21 |
| Positive ⓘ | 48% | 43% | 52% | 48% | 57% | 71% | 62% | 52% | 43% | 62% | 71% | 62% |
| Median | −1.3% | −2.2% | +2.3% | −1.5% | +0.4% | +2.4% | +2.9% | +0.1% | −1.6% | +1.2% | +1.8% | +2.5% |
| Best | +8.9% | +10.4% | +17.3% | +5.3% | +5.5% | +11.9% | +25.0% | +28.6% | +13.3% | +19.4% | +14.2% | +18.2% |
| Worst | −19.1% | −11.9% | −15.6% | −7.9% | −9.3% | −9.0% | −20.0% | −8.3% | −11.0% | −10.0% | −7.5% | −14.0% |
| vs SPY ⓘ | −3.8pp | −0.2pp | +0.3pp | −4.8pp | −1.0pp | +1.0pp | +0.9pp | −1.1pp | −2.9pp | −0.1pp | +1.7pp | +0.5pp |
252 monthly observations across 2005–2026, benchmark SPY. The highlighted column is the current calendar month. Months are calendar months, not rolling 30-day windows.
