+103.7%
HD vs NTR
+97.9%
+5.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | -3.8% | -1.3% | -2.6% | -3.6% |
| 30D | -9.4% | +16.8% | -26.2% | -12.8% |
| 3M | -4.6% | +20.7% | -25.3% | -9.1% |
| 6M | -10.1% | +0.5% | -10.6% | -11.1% |
| YTD | -8.3% | +29.2% | -37.5% | -15.4% |
| 1Y | -25.0% | +39.6% | -64.6% | -32.5% |
| 3Y | +1.5% | +37.9% | -36.3% | -9.9% |
| 5Y | +5.6% | +47.1% | -41.5% | -16.2% |
| All | +103.7% | +97.9% | +5.8% | +30.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling