+107.0%
HD vs NTR
+103.6%
+3.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.8% | -2.6% |
| 7D | -1.2% | +3.8% | -5.0% | -2.1% |
| 30D | -11.1% | +25.2% | -36.4% | -15.8% |
| 3M | +2.0% | +21.0% | -19.0% | -2.8% |
| 6M | -10.5% | +7.6% | -18.1% | -13.0% |
| YTD | -6.9% | +32.9% | -39.7% | -14.6% |
| 1Y | -23.2% | +43.1% | -66.2% | -31.2% |
| 3Y | +3.1% | +41.6% | -38.5% | -9.1% |
| 5Y | +7.4% | +54.8% | -47.4% | -16.1% |
| All | +107.0% | +103.6% | +3.4% | +31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling