-19.8%
HD vs NTR
+43.1%
-62.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +0.8% |
| 7D | -2.1% | +8.1% | -10.2% | -1.3% |
| 30D | -8.4% | +18.8% | -27.2% | -6.9% |
| 3M | +4.3% | +16.2% | -11.9% | +6.0% |
| 6M | -11.1% | +9.8% | -20.9% | -10.5% |
| YTD | -4.7% | +30.9% | -35.5% | -5.3% |
| 1Y | -19.8% | +41.8% | -61.6% | -20.9% |
| All | -19.8% | +43.1% | -62.9% | -20.9% |
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