+2,905.6%
NHI vs SPY
+3,067.3%
-161.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.4% |
| 7D | -0.8% | -0.8% | 0.0% | -0.3% |
| 30D | -0.6% | -1.1% | +0.5% | +0.1% |
| 3M | -1.1% | +3.9% | -5.0% | -4.1% |
| 6M | -15.5% | +13.6% | -29.1% | -23.5% |
| YTD | -5.8% | +12.7% | -18.4% | -14.3% |
| 1Y | -6.8% | +17.5% | -24.3% | -18.1% |
| 3Y | +62.1% | +76.9% | -14.8% | +3.9% |
| 5Y | +60.5% | +83.6% | -23.1% | -2.0% |
| 10Y | +60.8% | +320.7% | -259.9% | -43.4% |
| All | +2,905.6% | +3,067.3% | -161.7% | +383.7% |
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