+2.1%
HD vs NTRA
+510.2%
-508.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.2% |
| 7D | -1.8% | +1.6% | -3.4% | -2.0% |
| 30D | -10.8% | +3.8% | -14.6% | -11.2% |
| 3M | -2.7% | +48.2% | -50.9% | -7.0% |
| 6M | -10.3% | +61.0% | -71.2% | -15.2% |
| YTD | -7.8% | +44.2% | -52.0% | -12.3% |
| 1Y | -23.1% | +87.3% | -110.4% | -29.0% |
| All | +2.1% | +510.2% | -508.1% | -21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling