-15.6%
AHRT vs SPY
+311.3%
-326.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.1% | -1.1% |
| 7D | +1.4% | +0.5% | +0.9% | +0.8% |
| 30D | -6.2% | -0.9% | -5.3% | -5.3% |
| 3M | -2.0% | +3.9% | -5.9% | -5.9% |
| 6M | +9.5% | +14.5% | -5.0% | -4.8% |
| YTD | +2.9% | +12.9% | -10.0% | -9.3% |
| 1Y | -3.1% | +19.4% | -22.5% | -19.5% |
| 3Y | -26.7% | +78.5% | -105.1% | -60.6% |
| 5Y | -31.9% | +81.8% | -113.6% | -64.5% |
| 10Y | -15.6% | +311.5% | -327.1% | -81.1% |
| All | -15.6% | +311.3% | -326.9% | -81.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling