+7.0%
NHIC vs SPY
+47.2%
-40.2%
-7.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.1% |
| 7D | +0.2% | +0.5% | -0.4% | +0.2% |
| 30D | -0.5% | -0.9% | +0.5% | -0.4% |
| 3M | -4.6% | +3.9% | -8.5% | -4.8% |
| 6M | +2.4% | +14.5% | -12.1% | +1.9% |
| YTD | +2.6% | +12.9% | -10.4% | +2.1% |
| 1Y | +4.6% | +19.4% | -14.7% | +4.0% |
| All | +7.0% | +47.2% | -40.2% | +5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling