-73.8%
IHT vs SPY
+3,091.8%
-3,165.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.5% |
| 7D | +4.6% | +0.1% | +4.5% | +4.6% |
| 30D | -20.9% | +0.1% | -21.0% | -20.9% |
| 3M | -11.1% | +2.0% | -13.1% | -11.3% |
| 6M | +32.0% | +13.0% | +19.0% | +30.7% |
| YTD | +2.4% | +13.5% | -11.1% | +1.3% |
| 1Y | -22.0% | +20.0% | -42.0% | -23.1% |
| 3Y | -12.9% | +77.2% | -90.1% | -16.5% |
| 5Y | -63.3% | +81.9% | -145.2% | -64.9% |
| 10Y | -35.0% | +314.1% | -349.1% | -38.3% |
| All | -73.8% | +3,091.8% | -3,165.6% | -75.7% |
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 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