+761.7%
HL vs NTRA
+1,711.9%
-950.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.7% | -3.8% |
| 7D | -5.6% | -0.5% | -5.1% | -5.5% |
| 30D | +12.7% | +4.3% | +8.5% | +12.1% |
| 3M | +42.5% | +50.6% | -8.1% | +32.5% |
| 6M | -9.0% | +63.9% | -72.9% | -16.9% |
| YTD | +4.4% | +42.4% | -38.0% | -2.5% |
| 1Y | +82.7% | +92.1% | -9.4% | +62.3% |
| 3Y | +406.3% | +501.7% | -95.4% | +267.7% |
| 5Y | +238.2% | +171.4% | +66.7% | +157.5% |
| 10Y | +268.9% | +3,161.4% | -2,892.5% | +114.1% |
| All | +761.7% | +1,711.9% | -950.2% | +407.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling