+99.3%
HLT vs NTRA
+507.7%
-408.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | -1.6% | +0.2% | -1.8% | -1.6% |
| 30D | -5.0% | +4.1% | -9.1% | -5.6% |
| 3M | -10.4% | +50.0% | -60.4% | -16.2% |
| 6M | +3.2% | +67.3% | -64.1% | -5.7% |
| YTD | +6.7% | +43.6% | -36.8% | -0.5% |
| 1Y | +10.3% | +89.2% | -79.0% | -2.2% |
| 3Y | +99.3% | +502.5% | -403.2% | +44.7% |
| All | +99.3% | +507.7% | -408.3% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 3y: compounded portfolio wealth divided by compounded NTRA 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…
3y analysis · Full analysis span regression · 6 months rolling