+181.1%
NHPAP vs SPY
+82.1%
+99.0%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.9% | +5.0% | +15.9% | +19.1% |
| 7D | +20.9% | +5.0% | +15.9% | +19.1% |
| 30D | +20.9% | +5.0% | +15.9% | +19.1% |
| 3M | +20.9% | +5.0% | +15.9% | +19.1% |
| 6M | +35.7% | +14.3% | +21.5% | +31.2% |
| YTD | +41.0% | +14.0% | +27.0% | +36.3% |
| 1Y | +51.6% | +21.4% | +30.2% | +44.5% |
| All | +181.1% | +82.1% | +99.0% | +50.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling