-44.6%
IHT vs SPY
+311.8%
-356.4%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.5% |
| 7D | -2.9% | -0.9% | -2.0% | -2.5% |
| 30D | -14.4% | -2.4% | -12.1% | -13.7% |
| 3M | -35.3% | -1.2% | -34.1% | -35.0% |
| 6M | -9.0% | +3.3% | -12.3% | -10.1% |
| YTD | -23.9% | +12.3% | -36.2% | -27.1% |
| 1Y | -30.7% | +12.4% | -43.1% | -33.6% |
| 3Y | -15.3% | +78.8% | -94.1% | -31.1% |
| 5Y | -73.4% | +75.2% | -148.6% | -78.2% |
| 10Y | -44.6% | +311.1% | -355.7% | -69.5% |
| All | -44.6% | +311.8% | -356.4% | -69.5% |
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