+3,287.9%
HAS vs NTRS
+7,800.3%
-4,512.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.5% | +1.2% |
| 7D | -1.1% | +1.4% | -2.4% | -1.5% |
| 30D | -2.8% | -0.7% | -2.2% | -2.6% |
| 3M | +10.1% | +11.3% | -1.2% | +6.0% |
| 6M | -1.4% | +35.5% | -36.9% | -11.5% |
| YTD | +14.2% | +40.6% | -26.4% | +0.8% |
| 1Y | +18.2% | +49.2% | -31.0% | +2.2% |
| 3Y | +48.6% | +167.2% | -118.6% | +4.4% |
| 5Y | +14.2% | +94.9% | -80.7% | -12.5% |
| 10Y | +60.5% | +259.5% | -199.0% | -0.7% |
| All | +3,287.9% | +7,800.3% | -4,512.4% | +726.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling