+163.1%
HON vs NTRA
+1,711.9%
-1,548.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | -0.1% | -1.2% |
| 7D | -2.6% | -0.5% | -2.2% | -2.6% |
| 30D | -11.9% | +4.3% | -16.2% | -12.2% |
| 3M | -6.1% | +50.6% | -56.7% | -9.8% |
| 6M | -19.2% | +63.9% | -83.1% | -23.2% |
| YTD | +0.2% | +42.4% | -42.2% | -3.8% |
| 1Y | -1.5% | +92.1% | -93.6% | -8.0% |
| 3Y | +17.9% | +501.7% | -483.8% | -2.0% |
| 5Y | +1.9% | +171.4% | -169.5% | -12.6% |
| 10Y | +135.2% | +3,161.4% | -3,026.2% | +58.6% |
| All | +163.1% | +1,711.9% | -1,548.8% | +82.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling