-90.6%
NHTC vs SPY
+307.0%
-397.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.9% |
| 7D | -2.6% | +2.6% | -5.2% | -3.8% |
| 30D | -21.9% | -2.0% | -19.9% | -21.2% |
| 3M | -58.3% | -2.8% | -55.6% | -57.9% |
| 6M | -73.8% | +2.1% | -75.9% | -74.1% |
| YTD | -74.2% | +11.5% | -85.7% | -75.7% |
| 1Y | -76.3% | +13.5% | -89.8% | -77.8% |
| 3Y | -80.3% | +77.7% | -158.0% | -85.6% |
| 5Y | -82.7% | +72.6% | -155.3% | -87.3% |
| All | -90.6% | +307.0% | -397.7% | -96.3% |
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 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