-82.6%
NHTC vs SPY
+312.5%
-395.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.2% |
| 7D | -0.6% | -0.4% | -0.3% | -0.4% |
| 30D | -9.1% | -1.4% | -7.8% | -8.5% |
| 3M | -30.6% | +3.7% | -34.3% | -31.7% |
| 6M | -47.7% | +13.0% | -60.7% | -50.8% |
| YTD | -45.4% | +12.4% | -57.8% | -48.5% |
| 1Y | -62.1% | +18.5% | -80.7% | -65.2% |
| 3Y | -55.3% | +77.6% | -132.9% | -67.4% |
| 5Y | -54.6% | +81.7% | -136.3% | -67.8% |
| 10Y | -82.6% | +319.7% | -402.3% | -93.8% |
| All | -82.6% | +312.5% | -395.1% | -93.8% |
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 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