+295.8%
HLT vs NTR
+97.9%
+197.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -1.6% | -1.3% | -0.3% | -1.3% |
| 30D | -5.0% | +16.8% | -21.8% | -9.5% |
| 3M | -10.4% | +20.7% | -31.1% | -15.7% |
| 6M | +3.2% | +0.5% | +2.7% | +1.8% |
| YTD | +6.7% | +29.2% | -22.4% | -3.6% |
| 1Y | +10.3% | +39.6% | -29.3% | -3.3% |
| 3Y | +99.3% | +37.9% | +61.5% | +71.3% |
| 5Y | +143.7% | +47.1% | +96.6% | +85.2% |
| All | +295.8% | +97.9% | +197.9% | +139.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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