-47.0%
IHT vs SPY
+304.1%
-351.1%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | 0.0% | -0.6% | +0.6% | +0.3% |
| 30D | -9.0% | -3.7% | -5.3% | -7.7% |
| 3M | -36.1% | -2.7% | -33.3% | -35.5% |
| 6M | -11.4% | +2.2% | -13.6% | -12.2% |
| YTD | -23.9% | +10.8% | -34.8% | -26.8% |
| 1Y | -30.2% | +11.2% | -41.4% | -32.9% |
| 3Y | -15.3% | +76.5% | -91.8% | -30.8% |
| 5Y | -72.7% | +72.9% | -145.6% | -77.5% |
| 10Y | -47.0% | +304.8% | -351.8% | -71.4% |
| All | -47.0% | +304.1% | -351.1% | -71.4% |
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 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