+57.7%
NHPAP vs SPY
+80.9%
-23.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +8.7% | +2.6% | +6.1% | +8.3% |
| 30D | +8.7% | +2.6% | +6.1% | +8.3% |
| 3M | +15.0% | +3.7% | +11.3% | +14.4% |
| 6M | +37.1% | +13.0% | +24.1% | +34.9% |
| YTD | +41.0% | +12.4% | +28.6% | +38.8% |
| 1Y | +53.4% | +18.5% | +34.9% | +50.0% |
| 3Y | +112.2% | +77.6% | +34.6% | +98.6% |
| All | +57.7% | +80.9% | -23.1% | +49.8% |
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