-88.8%
AHT vs SPY
+77.4%
-166.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.7% |
| 7D | -3.4% | +0.1% | -3.5% | -3.5% |
| 30D | -3.1% | +0.1% | -3.1% | -3.2% |
| 3M | +2.3% | +2.0% | +0.3% | +0.2% |
| 6M | +0.3% | +13.0% | -12.7% | -11.3% |
| YTD | -26.3% | +13.5% | -39.8% | -35.2% |
| 1Y | -47.5% | +20.0% | -67.5% | -56.2% |
| All | -88.8% | +77.4% | -166.2% | -95.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling