+243.8%
HPQ vs NTRA
+3,199.2%
-2,955.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.9% | +7.5% | +8.3% |
| 7D | +9.8% | +0.2% | +9.5% | +9.7% |
| 30D | +22.4% | +4.1% | +18.2% | +21.6% |
| 3M | +45.2% | +50.0% | -4.9% | +36.0% |
| 6M | +96.4% | +67.3% | +29.1% | +79.6% |
| YTD | +65.4% | +43.6% | +21.8% | +54.2% |
| 1Y | +31.6% | +89.2% | -57.7% | +17.4% |
| 3Y | +37.0% | +502.5% | -465.5% | +0.3% |
| 5Y | +53.0% | +173.8% | -120.8% | +18.5% |
| All | +243.8% | +3,199.2% | -2,955.4% | +68.5% |
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