+289.4%
HPE vs NTRA
+507.7%
-218.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +4.7% |
| 3M | +33.1% | +50.0% | -17.0% | +21.1% |
| 6M | +192.5% | +67.3% | +125.2% | +155.8% |
| YTD | +160.9% | +43.6% | +117.3% | +135.9% |
| 1Y | +155.0% | +89.2% | +65.7% | +111.5% |
| 3Y | +289.4% | +502.5% | -213.1% | +157.8% |
| All | +289.4% | +507.7% | -218.3% | +157.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling