+133.9%
HL vs NTRS
+47.2%
+86.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +1.5% | +0.4% | +1.1% | +1.3% |
| 30D | +25.1% | +1.7% | +23.4% | +23.5% |
| 3M | +22.9% | +8.9% | +14.0% | +16.9% |
| 6M | -4.9% | +30.6% | -35.5% | -19.6% |
| YTD | +7.8% | +38.7% | -30.9% | -11.0% |
| 1Y | +133.9% | +48.1% | +85.8% | +87.0% |
| All | +133.9% | +47.2% | +86.7% | +87.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling