+70.4%
IHD vs SPY
+76.2%
-5.7%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.9% |
| 7D | -0.5% | -1.5% | +1.0% | +0.3% |
| 30D | +2.0% | +4.4% | -2.5% | -0.5% |
| 3M | +2.0% | +4.4% | -2.5% | -0.5% |
| 6M | +5.5% | +8.5% | -3.0% | +0.7% |
| YTD | +24.7% | +13.3% | +11.5% | +16.2% |
| 1Y | +28.5% | +16.6% | +11.9% | +17.7% |
| 3Y | +116.8% | +86.4% | +30.4% | +53.5% |
| All | +70.4% | +76.2% | -5.7% | +23.4% |
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