+77.6%
HL vs NTRS
+51.4%
+26.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.8% |
| 7D | -4.4% | +1.4% | -5.7% | -5.1% |
| 30D | +9.3% | -0.7% | +10.0% | +9.5% |
| 3M | +32.0% | +11.3% | +20.7% | +23.5% |
| 6M | -6.4% | +35.5% | -42.0% | -23.8% |
| YTD | +3.1% | +40.6% | -37.5% | -17.1% |
| 1Y | +77.6% | +49.2% | +28.4% | +37.5% |
| All | +77.6% | +51.4% | +26.2% | +37.5% |
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