-25.8%
HD vs NTR
+39.6%
-65.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +0.9% | -1.8% |
| 7D | -3.9% | -2.5% | -1.4% | -4.1% |
| 30D | -13.1% | +17.0% | -30.2% | -11.8% |
| 3M | -3.4% | +22.2% | -25.6% | -1.6% |
| 6M | -12.6% | +5.2% | -17.7% | -11.8% |
| YTD | -9.2% | +29.7% | -38.9% | -10.1% |
| All | -25.8% | +39.6% | -65.4% | -27.1% |
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