+368.5%
NHC vs SPY
+312.5%
+56.0%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.3% | +3.1% |
| 7D | +4.6% | -0.4% | +4.9% | +4.8% |
| 30D | +2.8% | -1.4% | +4.2% | +3.6% |
| 3M | +18.7% | +3.7% | +15.0% | +15.8% |
| 6M | +42.6% | +13.0% | +29.6% | +31.9% |
| YTD | +67.0% | +12.4% | +54.6% | +54.7% |
| 1Y | +102.7% | +18.5% | +84.2% | +81.7% |
| 3Y | +260.9% | +77.6% | +183.3% | +151.5% |
| 5Y | +268.1% | +81.7% | +186.4% | +149.8% |
| 10Y | +368.5% | +319.7% | +48.8% | +63.2% |
| All | +368.5% | +312.5% | +56.0% | +63.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling