+155.0%
HPE vs NTR
+39.1%
+115.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.4% | +12.8% | +12.5% |
| 7D | +19.4% | -1.3% | +20.7% | +19.6% |
| 30D | +5.6% | +16.8% | -11.2% | +4.3% |
| 3M | +33.1% | +20.7% | +12.3% | +30.5% |
| 6M | +192.5% | +0.5% | +191.9% | +195.1% |
| YTD | +160.9% | +29.2% | +131.7% | +148.3% |
| 1Y | +155.0% | +39.6% | +115.4% | +141.7% |
| All | +155.0% | +39.1% | +115.9% | +141.7% |
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