+414.9%
HCA vs NTR
+97.9%
+317.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.7% | +1.5% |
| 7D | +5.4% | -1.3% | +6.7% | +5.8% |
| 30D | +3.0% | +16.8% | -13.8% | -2.0% |
| 3M | +13.0% | +20.7% | -7.7% | +6.0% |
| 6M | -20.3% | +0.5% | -20.8% | -21.4% |
| YTD | -8.2% | +29.2% | -37.4% | -17.4% |
| 1Y | +6.7% | +39.6% | -32.9% | -7.1% |
| 3Y | +60.4% | +37.9% | +22.5% | +37.0% |
| 5Y | +73.4% | +47.1% | +26.4% | +26.9% |
| All | +414.9% | +97.9% | +317.0% | +170.7% |
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