-4.6%
HD vs NTR
+36.7%
-41.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +4.0% | +2.6% | +6.7% |
| 7D | +11.9% | +4.3% | +7.6% | +12.2% |
| 30D | +26.4% | +2.6% | +23.8% | +26.5% |
| 3M | +2.8% | +8.5% | -5.7% | +3.6% |
| 6M | +15.5% | -3.3% | +18.8% | +15.7% |
| YTD | +5.5% | +19.6% | -14.1% | +2.2% |
| 1Y | -4.6% | +37.6% | -42.2% | -11.3% |
| All | -4.6% | +36.7% | -41.3% | -11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling