+145.3%
NBH vs SPY
+1,226.8%
-1,081.6%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | -0.1% |
| 7D | -0.9% | +0.5% | -1.4% | -1.0% |
| 30D | -1.8% | -0.9% | -0.9% | -1.6% |
| 3M | +0.1% | +3.9% | -3.8% | -0.7% |
| 6M | -0.3% | +14.5% | -14.8% | -2.9% |
| YTD | +3.3% | +12.9% | -9.6% | +0.9% |
| 1Y | +4.6% | +19.4% | -14.7% | +1.0% |
| 3Y | +22.6% | +78.5% | -55.8% | +9.2% |
| 5Y | -18.5% | +81.8% | -100.3% | -28.1% |
| 10Y | +0.9% | +311.5% | -310.6% | -23.9% |
| All | +145.3% | +1,226.8% | -1,081.6% | +49.2% |
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