+228.7%
HL vs NTRS
+93.2%
+135.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.7% |
| 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% | +25.8% |
| 6M | -6.4% | +35.5% | -42.0% | -18.4% |
| YTD | +3.1% | +40.6% | -37.5% | -11.3% |
| 1Y | +77.6% | +49.2% | +28.4% | +49.0% |
| 3Y | +392.8% | +167.2% | +225.6% | +212.0% |
| All | +228.7% | +93.2% | +135.5% | +112.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling