+30,108.4%
HD vs NTRS
+7,612.4%
+22,496.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -1.8% | +0.9% | -2.7% | -2.2% |
| 30D | -10.8% | -1.2% | -9.6% | -10.4% |
| 3M | -2.7% | +8.8% | -11.4% | -6.3% |
| 6M | -10.3% | +34.7% | -45.0% | -21.2% |
| YTD | -7.8% | +37.2% | -45.1% | -20.1% |
| 1Y | -23.1% | +46.3% | -69.5% | -35.3% |
| 3Y | +2.0% | +163.2% | -161.2% | -34.3% |
| 5Y | +6.2% | +86.9% | -80.7% | -23.3% |
| 10Y | +210.2% | +250.9% | -40.8% | +62.5% |
| All | +30,108.4% | +7,612.4% | +22,496.0% | +3,414.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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