-80.5%
IHT vs SPY
+3,045.4%
-3,126.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +2.0% | +3.3% | -1.3% | +1.7% |
| 30D | -12.2% | -2.7% | -9.5% | -12.0% |
| 3M | -38.8% | -1.7% | -37.0% | -38.7% |
| 6M | -10.6% | +3.1% | -13.7% | -10.9% |
| YTD | -23.9% | +11.9% | -35.8% | -24.7% |
| 1Y | -30.2% | +12.0% | -42.2% | -30.8% |
| 3Y | -15.3% | +78.2% | -93.5% | -18.8% |
| 5Y | -72.5% | +73.2% | -145.8% | -73.6% |
| 10Y | -44.6% | +309.6% | -354.3% | -47.4% |
| All | -80.5% | +3,045.4% | -3,126.0% | -81.9% |
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 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