+129.2%
HPE vs NTR
+43.1%
+86.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.6% | -2.9% | -4.4% |
| 7D | -0.6% | +8.1% | -8.7% | -1.2% |
| 30D | -2.3% | +18.8% | -21.0% | -3.7% |
| 3M | -2.9% | +16.2% | -19.1% | -4.0% |
| 6M | +143.6% | +9.8% | +133.8% | +140.4% |
| YTD | +118.5% | +30.9% | +87.7% | +108.2% |
| 1Y | +129.2% | +41.8% | +87.4% | +117.9% |
| All | +129.2% | +43.1% | +86.1% | +117.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling