-90.0%
NHTC vs SPY
+315.0%
-405.0%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.4% | -6.3% | -5.1% |
| 7D | -5.1% | +0.1% | -5.2% | -5.4% |
| 30D | -20.4% | -3.3% | -17.1% | -19.3% |
| 3M | -57.0% | -2.4% | -54.6% | -56.6% |
| 6M | -75.4% | +2.6% | -77.9% | -75.7% |
| YTD | -74.6% | +11.2% | -85.8% | -76.0% |
| 1Y | -74.8% | +13.4% | -88.1% | -76.4% |
| 3Y | -81.1% | +79.9% | -161.0% | -86.3% |
| 5Y | -82.3% | +72.2% | -154.5% | -87.1% |
| 10Y | -90.0% | +307.3% | -397.3% | -95.9% |
| All | -90.0% | +315.0% | -405.0% | -95.9% |
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