+4,346.5%
NHC vs SPY
+3,015.5%
+1,331.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.3% |
| 7D | +1.3% | -0.6% | +1.9% | +1.7% |
| 30D | -8.2% | -3.7% | -4.5% | -5.9% |
| 3M | -5.4% | -2.7% | -2.6% | -3.7% |
| 6M | +11.2% | +2.2% | +9.0% | +8.9% |
| YTD | +53.7% | +10.8% | +42.9% | +42.1% |
| 1Y | +61.9% | +11.2% | +50.6% | +49.3% |
| 3Y | +208.9% | +76.5% | +132.4% | +105.5% |
| 5Y | +225.8% | +72.9% | +152.9% | +115.6% |
| 10Y | +313.5% | +304.8% | +8.7% | +45.6% |
| All | +4,346.5% | +3,015.5% | +1,331.0% | +575.6% |
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