-100.0%
INHD vs SPY
+66.2%
-166.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.4% | -5.7% | -5.9% |
| 7D | -12.6% | +3.3% | -15.9% | -13.6% |
| 30D | -34.7% | -2.7% | -32.1% | -34.0% |
| 3M | -61.8% | -1.7% | -60.1% | -61.4% |
| 6M | +92.0% | +3.1% | +88.9% | +91.1% |
| YTD | -88.5% | +11.9% | -100.4% | -87.7% |
| 1Y | -99.5% | +12.0% | -111.5% | -99.4% |
| All | -100.0% | +66.2% | -166.1% | -100.0% |
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