+60.5%
HAS vs NTRS
+259.9%
-199.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.5% | +1.0% |
| 7D | -1.1% | +1.4% | -2.4% | -1.7% |
| 30D | -2.8% | -0.7% | -2.2% | -2.5% |
| 3M | +10.1% | +11.3% | -1.2% | +4.4% |
| 6M | -1.4% | +35.5% | -36.9% | -15.4% |
| YTD | +14.2% | +40.6% | -26.4% | -4.2% |
| 1Y | +18.2% | +49.2% | -31.0% | -3.9% |
| 3Y | +48.6% | +167.2% | -118.6% | -10.7% |
| 5Y | +14.2% | +94.9% | -80.7% | -22.5% |
| All | +60.5% | +259.9% | -199.5% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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