+133.7%
IHE vs SPY
+322.5%
-188.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -0.8% |
| 7D | -3.4% | -0.8% | -2.7% | -2.9% |
| 30D | -1.9% | -1.1% | -0.8% | -1.2% |
| 3M | +6.6% | +3.9% | +2.8% | +3.6% |
| 6M | +15.1% | +13.6% | +1.4% | +5.0% |
| YTD | +19.9% | +12.7% | +7.2% | +10.0% |
| 1Y | +43.4% | +17.5% | +25.9% | +27.6% |
| 3Y | +67.3% | +76.9% | -9.6% | +9.9% |
| 5Y | +74.0% | +83.6% | -9.6% | +9.3% |
| All | +133.7% | +322.5% | -188.7% | -35.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling