+563.1%
HPE vs NTRA
+3,199.2%
-2,636.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.9% | +11.6% | +12.3% |
| 7D | +19.4% | +0.2% | +19.2% | +19.4% |
| 30D | +5.6% | +4.1% | +1.5% | +5.1% |
| 3M | +33.1% | +50.0% | -17.0% | +25.7% |
| 6M | +192.5% | +67.3% | +125.2% | +170.7% |
| YTD | +160.9% | +43.6% | +117.3% | +145.7% |
| 1Y | +155.0% | +89.2% | +65.7% | +130.9% |
| 3Y | +289.4% | +502.5% | -213.1% | +204.0% |
| 5Y | +395.7% | +173.8% | +221.9% | +304.0% |
| All | +563.1% | +3,199.2% | -2,636.1% | +259.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling