+449.5%
HPE vs NTR
+97.9%
+351.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.4% | +12.8% | +12.6% |
| 7D | +19.4% | -1.3% | +20.7% | +20.1% |
| 30D | +5.6% | +16.8% | -11.2% | -0.7% |
| 3M | +33.1% | +20.7% | +12.3% | +22.5% |
| 6M | +192.5% | +0.5% | +191.9% | +187.8% |
| YTD | +160.9% | +29.2% | +131.7% | +130.1% |
| 1Y | +155.0% | +39.6% | +115.4% | +116.4% |
| 3Y | +289.4% | +37.9% | +251.5% | +223.2% |
| 5Y | +395.7% | +47.1% | +348.6% | +244.0% |
| All | +449.5% | +97.9% | +351.5% | +188.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling