+391.8%
HL vs NTR
+98.7%
+293.2%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.5% | -1.5% | -2.8% |
| 7D | -5.6% | -2.5% | -3.1% | -4.4% |
| 30D | +12.7% | +17.0% | -4.3% | +4.3% |
| 3M | +42.5% | +22.2% | +20.3% | +28.3% |
| 6M | -9.0% | +5.2% | -14.2% | -13.0% |
| YTD | +4.4% | +29.7% | -25.3% | -10.2% |
| 1Y | +82.7% | +39.4% | +43.3% | +51.2% |
| 3Y | +406.3% | +38.2% | +368.1% | +314.9% |
| 5Y | +238.2% | +47.6% | +190.6% | +160.7% |
| All | +391.8% | +98.7% | +293.2% | +208.0% |
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