+256.9%
HL vs NTRS
+259.9%
-3.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.6% |
| 7D | -4.4% | +1.4% | -5.7% | -4.9% |
| 30D | +9.3% | -0.7% | +10.0% | +9.4% |
| 3M | +32.0% | +11.3% | +20.7% | +26.5% |
| 6M | -6.4% | +35.5% | -42.0% | -17.1% |
| YTD | +3.1% | +40.6% | -37.5% | -9.8% |
| 1Y | +77.6% | +49.2% | +28.4% | +51.9% |
| 3Y | +392.8% | +167.2% | +225.6% | +232.0% |
| 5Y | +234.1% | +94.9% | +139.2% | +144.3% |
| All | +256.9% | +259.9% | -3.0% | +132.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling