+12.5%
HAS vs NTRS
+88.8%
-76.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | 0.0% | +0.8% |
| 7D | -3.1% | +0.3% | -3.4% | -3.2% |
| 30D | -6.4% | +0.2% | -6.5% | -6.5% |
| 3M | +10.4% | +13.2% | -2.8% | +4.7% |
| 6M | -3.7% | +36.9% | -40.6% | -16.1% |
| YTD | +12.5% | +39.1% | -26.7% | -3.1% |
| 1Y | +19.8% | +50.4% | -30.6% | -0.4% |
| 3Y | +46.0% | +166.8% | -120.8% | -5.7% |
| 5Y | +12.5% | +92.9% | -80.4% | -21.5% |
| All | +12.5% | +88.8% | -76.3% | -21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling