+256.9%
HL vs NTRA
+3,199.2%
-2,942.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.4% |
| 7D | -4.4% | +0.2% | -4.6% | -4.4% |
| 30D | +9.3% | +4.1% | +5.2% | +8.6% |
| 3M | +32.0% | +50.0% | -18.1% | +21.9% |
| 6M | -6.4% | +67.3% | -73.7% | -15.6% |
| YTD | +3.1% | +43.6% | -40.4% | -4.5% |
| 1Y | +77.6% | +89.2% | -11.7% | +56.3% |
| 3Y | +392.8% | +502.5% | -109.7% | +246.0% |
| 5Y | +234.1% | +173.8% | +60.3% | +147.5% |
| All | +256.9% | +3,199.2% | -2,942.3% | +89.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling