-80.7%
IHT vs SPY
+2,954.7%
-3,035.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +1.0% |
| 7D | -4.8% | -2.7% | -2.1% | -4.5% |
| 30D | -10.7% | -5.4% | -5.3% | -10.3% |
| 3M | -41.9% | -4.1% | -37.8% | -41.7% |
| 6M | -12.3% | +0.7% | -13.0% | -12.3% |
| YTD | -24.7% | +8.7% | -33.4% | -25.2% |
| 1Y | -31.4% | +10.9% | -42.2% | -31.9% |
| 3Y | -13.3% | +75.0% | -88.3% | -16.7% |
| 5Y | -73.2% | +67.8% | -141.0% | -74.2% |
| 10Y | -46.5% | +312.9% | -359.3% | -49.0% |
| All | -80.7% | +2,954.7% | -3,035.5% | -82.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling