-45.7%
IHT vs SPY
+315.0%
-360.7%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.4% | +1.1% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | -8.1% | -3.3% | -4.8% | -7.0% |
| 3M | -40.0% | -2.4% | -37.6% | -39.5% |
| 6M | -10.5% | +2.6% | -13.1% | -11.4% |
| YTD | -23.2% | +11.2% | -34.4% | -26.1% |
| 1Y | -30.5% | +13.4% | -43.8% | -33.6% |
| 3Y | -10.9% | +79.9% | -90.8% | -27.6% |
| 5Y | -73.4% | +72.2% | -145.6% | -78.1% |
| 10Y | -45.7% | +307.3% | -353.0% | -70.7% |
| All | -45.7% | +315.0% | -360.7% | -70.7% |
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