+1.5%
HD vs NTR
+36.8%
-35.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.0% |
| 7D | -3.8% | -1.3% | -2.6% | -3.7% |
| 30D | -9.4% | +16.8% | -26.2% | -10.6% |
| 3M | -4.6% | +20.7% | -25.3% | -6.2% |
| 6M | -10.1% | +0.5% | -10.6% | -10.0% |
| YTD | -8.3% | +29.2% | -37.5% | -12.3% |
| 1Y | -25.0% | +39.6% | -64.6% | -29.4% |
| 3Y | +1.5% | +37.9% | -36.3% | -4.8% |
| All | +1.5% | +36.8% | -35.2% | -4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling