-100.0%
NHTC vs SPY
+2,209.4%
-2,309.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +0.3% | -9.7% | -9.6% |
| 7D | +2.7% | -2.7% | +5.4% | +3.8% |
| 30D | -21.4% | -5.4% | -16.0% | -19.5% |
| 3M | -54.4% | -4.1% | -50.3% | -53.7% |
| 6M | -74.4% | +0.7% | -75.1% | -74.5% |
| YTD | -73.6% | +8.7% | -82.2% | -74.6% |
| 1Y | -65.8% | +10.9% | -76.7% | -67.5% |
| 3Y | -80.4% | +75.0% | -155.4% | -85.2% |
| 5Y | -81.1% | +67.8% | -148.9% | -85.5% |
| 10Y | -88.7% | +312.9% | -401.5% | -94.3% |
| All | -100.0% | +2,209.4% | -2,309.4% | -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