-100.0%
NHTC vs SPY
+2,313.0%
-2,413.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.7% |
| 7D | -0.6% | +0.1% | -0.7% | -0.7% |
| 30D | -1.2% | +0.1% | -1.3% | -1.3% |
| 3M | -35.1% | +2.0% | -37.1% | -35.6% |
| 6M | -48.7% | +13.0% | -61.7% | -51.5% |
| YTD | -45.4% | +13.5% | -59.0% | -48.5% |
| 1Y | -60.1% | +20.0% | -80.1% | -63.3% |
| 3Y | -56.8% | +77.2% | -134.0% | -67.3% |
| 5Y | -56.3% | +81.9% | -138.2% | -67.7% |
| 10Y | -84.1% | +314.1% | -398.1% | -92.0% |
| All | -100.0% | +2,313.0% | -2,413.0% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling