-45.7%
IHT vs SPY
+307.0%
-352.7%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.8% |
| 7D | -1.0% | +2.6% | -3.6% | -1.9% |
| 30D | -12.4% | -2.0% | -10.4% | -11.7% |
| 3M | -38.9% | -2.8% | -36.1% | -38.3% |
| 6M | -11.6% | +2.1% | -13.7% | -12.3% |
| YTD | -25.5% | +11.5% | -36.9% | -28.4% |
| 1Y | -30.6% | +13.5% | -44.1% | -33.8% |
| 3Y | -14.9% | +77.7% | -92.6% | -30.6% |
| 5Y | -73.1% | +72.6% | -145.7% | -77.8% |
| All | -45.7% | +307.0% | -352.7% | -69.9% |
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