+154.2%
IHAK vs SPY
+193.3%
-39.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | +0.4% |
| 7D | -0.1% | -0.4% | +0.2% | +0.2% |
| 30D | -6.7% | -1.4% | -5.3% | -5.4% |
| 3M | +11.9% | +3.7% | +8.2% | +8.3% |
| 6M | +37.3% | +13.0% | +24.3% | +22.8% |
| YTD | +29.4% | +12.4% | +17.0% | +16.4% |
| 1Y | +20.4% | +18.5% | +1.9% | +3.2% |
| 3Y | +59.3% | +77.6% | -18.3% | -5.7% |
| 5Y | +37.8% | +81.7% | -43.8% | -19.8% |
| All | +154.2% | +193.3% | -39.1% | -0.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling