-100.0%
AHT vs SPY
+304.1%
-404.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.4% | -6.0% | -5.8% |
| 7D | -14.6% | -0.6% | -14.0% | -13.8% |
| 30D | +2.3% | -3.7% | +6.0% | +8.4% |
| 3M | -30.6% | -2.7% | -27.9% | -27.7% |
| 6M | -27.9% | +2.2% | -30.1% | -30.8% |
| YTD | -47.9% | +10.8% | -58.7% | -56.3% |
| 1Y | -49.7% | +11.2% | -60.9% | -57.8% |
| 3Y | -89.2% | +76.5% | -165.7% | -95.9% |
| 5Y | -98.4% | +72.9% | -171.3% | -99.3% |
| 10Y | -100.0% | +304.8% | -404.8% | -100.0% |
| All | -100.0% | +304.1% | -404.1% | -100.0% |
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