-19.1%
NEHI vs SPY
+13.2%
-32.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.9% | +2.1% | +1.2% |
| 7D | +3.2% | -0.8% | +4.0% | +4.9% |
| 30D | +26.6% | -1.1% | +27.7% | +29.3% |
| 3M | +38.2% | +3.9% | +34.3% | +26.7% |
| 6M | +16.1% | +13.6% | +2.5% | -10.9% |
| YTD | -16.6% | +12.7% | -29.3% | -33.1% |
| All | -19.1% | +13.2% | -32.4% | -35.1% |
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