-99.9%
AHT vs SPY
+313.2%
-413.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.9% |
| 7D | -3.4% | +0.1% | -3.5% | -3.6% |
| 30D | -3.1% | +0.1% | -3.1% | -3.2% |
| 3M | +2.3% | +2.0% | +0.3% | -1.2% |
| 6M | +0.3% | +13.0% | -12.7% | -18.0% |
| YTD | -26.3% | +13.5% | -39.8% | -40.3% |
| 1Y | -47.5% | +20.0% | -67.5% | -60.9% |
| 3Y | -88.8% | +77.2% | -166.0% | -95.7% |
| 5Y | -97.9% | +81.9% | -179.8% | -99.2% |
| All | -99.9% | +313.2% | -413.1% | -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