-47.0%
AHT vs SPY
+9.9%
-56.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.7% |
| 7D | -7.8% | -2.7% | -5.1% | -5.2% |
| 30D | +7.7% | -5.4% | +13.1% | +13.1% |
| 3M | -26.9% | -4.1% | -22.8% | -24.0% |
| 6M | -21.0% | +0.7% | -21.7% | -21.3% |
| YTD | -44.4% | +8.7% | -53.0% | -46.9% |
| 1Y | -47.0% | +10.9% | -57.9% | -50.9% |
| All | -47.0% | +9.9% | -56.8% | -50.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling