-98.2%
AHT vs SPY
+74.6%
-172.8%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.3% | +7.7% | +7.0% |
| 7D | -8.3% | -0.9% | -7.4% | -6.8% |
| 30D | +30.8% | -2.4% | +33.2% | +35.9% |
| 3M | -22.7% | -1.2% | -21.5% | -21.3% |
| 6M | -20.4% | +3.3% | -23.7% | -24.8% |
| YTD | -43.2% | +12.3% | -55.5% | -53.4% |
| 1Y | -44.9% | +12.4% | -57.3% | -54.7% |
| 3Y | -88.3% | +78.8% | -167.1% | -96.2% |
| 5Y | -98.2% | +75.2% | -173.3% | -99.3% |
| All | -98.2% | +74.6% | -172.8% | -99.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling