+388.7%
HPE vs NTR
+98.7%
+290.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.5% | -3.8% | -5.3% |
| 7D | +1.4% | -2.5% | +3.9% | +2.5% |
| 30D | +1.5% | +17.0% | -15.5% | -4.6% |
| 3M | +21.7% | +22.2% | -0.4% | +11.6% |
| 6M | +164.2% | +5.2% | +159.0% | +155.0% |
| YTD | +132.1% | +29.7% | +102.4% | +104.3% |
| 1Y | +130.6% | +39.4% | +91.2% | +95.9% |
| 3Y | +244.1% | +38.2% | +205.9% | +185.4% |
| 5Y | +340.8% | +47.6% | +293.2% | +205.5% |
| All | +388.7% | +98.7% | +290.0% | +155.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling