+60.5%
NHPAP vs SPY
+76.0%
-15.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.9% | +5.0% | +15.9% | +19.9% |
| 7D | +20.9% | +5.0% | +15.9% | +19.9% |
| 30D | +20.9% | +5.0% | +15.9% | +19.9% |
| 3M | +20.9% | +5.0% | +15.9% | +19.9% |
| 6M | +35.7% | +14.3% | +21.5% | +33.1% |
| YTD | +41.0% | +14.0% | +27.0% | +38.3% |
| 1Y | +51.6% | +21.4% | +30.2% | +47.5% |
| 3Y | +116.0% | +77.9% | +38.1% | +101.4% |
| All | +60.5% | +76.0% | -15.4% | +53.3% |
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