+99.3%
HLT vs NTRS
+168.2%
-68.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.4% |
| 7D | -1.6% | +1.4% | -3.0% | -2.1% |
| 30D | -5.0% | -0.7% | -4.4% | -4.8% |
| 3M | -10.4% | +11.3% | -21.7% | -14.2% |
| 6M | +3.2% | +35.5% | -32.3% | -8.7% |
| YTD | +6.7% | +40.6% | -33.9% | -7.5% |
| 1Y | +10.3% | +49.2% | -38.9% | -7.1% |
| 3Y | +99.3% | +167.2% | -67.9% | +32.8% |
| All | +99.3% | +168.2% | -68.8% | +32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling