+407.2%
HCA vs NTRA
+1,727.4%
-1,320.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.2% |
| 7D | +5.4% | +0.2% | +5.2% | +5.4% |
| 30D | +3.0% | +4.1% | -1.1% | +2.4% |
| 3M | +13.0% | +50.0% | -37.0% | +6.5% |
| 6M | -20.3% | +67.3% | -87.6% | -26.4% |
| YTD | -8.2% | +43.6% | -51.8% | -13.7% |
| 1Y | +6.7% | +89.2% | -82.5% | -3.7% |
| 3Y | +60.4% | +502.5% | -442.2% | +19.5% |
| 5Y | +73.4% | +173.8% | -100.3% | +36.5% |
| 10Y | +506.9% | +3,189.3% | -2,682.4% | +215.4% |
| All | +407.2% | +1,727.4% | -1,320.2% | +170.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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