+6.2%
HD vs NTR
+48.6%
-42.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.1% | -1.0% |
| 7D | -1.8% | +0.5% | -2.3% | -1.9% |
| 30D | -10.8% | +21.7% | -32.6% | -12.8% |
| 3M | -2.7% | +22.8% | -25.4% | -5.0% |
| 6M | -10.3% | +8.2% | -18.5% | -11.5% |
| YTD | -7.8% | +32.9% | -40.7% | -11.9% |
| 1Y | -23.1% | +45.3% | -68.5% | -27.7% |
| 3Y | +2.0% | +41.7% | -39.7% | -4.9% |
| All | +6.2% | +48.6% | -42.5% | -5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling