-11.1%
HAL vs NTR
+100.5%
-111.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | +0.5% |
| 7D | +2.9% | +8.1% | -5.2% | -2.7% |
| 30D | +17.0% | +18.8% | -1.7% | +3.4% |
| 3M | -9.7% | +16.2% | -25.9% | -19.3% |
| 6M | +8.6% | +9.8% | -1.1% | -0.6% |
| YTD | +33.0% | +30.9% | +2.1% | +6.1% |
| 1Y | +68.3% | +41.8% | +26.6% | +24.6% |
| 3Y | +0.1% | +35.8% | -35.7% | -26.9% |
| 5Y | +102.6% | +51.0% | +51.6% | +14.8% |
| All | -11.1% | +100.5% | -111.6% | -65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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