-23.9%
HD vs NTRA
+84.8%
-108.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.3% | -1.4% |
| 7D | -3.9% | -0.5% | -3.4% | -3.8% |
| 30D | -13.1% | +4.3% | -17.4% | -13.5% |
| 3M | -3.4% | +50.6% | -54.1% | -7.2% |
| 6M | -12.6% | +63.9% | -76.5% | -16.6% |
| YTD | -9.2% | +42.4% | -51.6% | -15.1% |
| 1Y | -23.9% | +92.1% | -116.0% | -28.5% |
| All | -23.9% | +84.8% | -108.7% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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