+4.5%
HD vs NTRA
+172.0%
-167.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.9% |
| 7D | -3.8% | +0.2% | -4.1% | -3.9% |
| 30D | -9.4% | +4.1% | -13.5% | -9.8% |
| 3M | -4.6% | +50.0% | -54.6% | -9.0% |
| 6M | -10.1% | +67.3% | -77.4% | -15.4% |
| YTD | -8.3% | +43.6% | -51.9% | -12.6% |
| 1Y | -25.0% | +89.2% | -114.3% | -30.8% |
| 3Y | +1.5% | +502.5% | -501.0% | -18.8% |
| All | +4.5% | +172.0% | -167.6% | -18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling