+90.1%
NHPAP vs SPY
+166.1%
-76.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | 0.0% | -2.0% | +2.0% | +0.8% |
| 30D | +8.7% | +2.0% | +6.7% | +7.9% |
| 3M | +14.9% | +4.7% | +10.1% | +12.9% |
| 6M | +34.3% | +12.5% | +21.8% | +28.3% |
| YTD | +41.0% | +11.7% | +29.3% | +34.9% |
| 1Y | +51.8% | +17.5% | +34.3% | +42.3% |
| 3Y | +112.2% | +76.6% | +35.6% | +65.9% |
| 5Y | +57.7% | +82.0% | -24.3% | +20.3% |
| All | +90.1% | +166.1% | -76.0% | -3.9% |
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