+28.2%
AHRT vs SPY
+480.3%
-452.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -0.9% |
| 7D | -3.3% | -0.6% | -2.7% | -2.8% |
| 30D | +5.6% | -3.7% | +9.3% | +9.2% |
| 3M | -3.1% | -2.7% | -0.3% | -0.8% |
| 6M | +4.7% | +2.2% | +2.5% | +2.1% |
| YTD | +3.4% | +10.8% | -7.5% | -6.6% |
| 1Y | +12.2% | +11.2% | +1.0% | +0.9% |
| 3Y | -21.1% | +76.5% | -97.6% | -54.9% |
| 5Y | -40.4% | +72.9% | -113.4% | -65.5% |
| 10Y | -11.3% | +304.8% | -316.2% | -73.5% |
| All | +28.2% | +480.3% | -452.1% | -69.4% |
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