+243.5%
HPQ vs NTRA
+1,735.1%
-1,491.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.9% | +3.0% | +4.7% |
| 7D | +2.2% | +1.6% | +0.7% | +2.0% |
| 30D | +9.7% | +3.8% | +6.0% | +9.2% |
| 3M | +32.7% | +48.2% | -15.5% | +25.1% |
| 6M | +77.7% | +61.0% | +16.8% | +64.4% |
| YTD | +51.0% | +44.2% | +6.8% | +41.4% |
| 1Y | +18.4% | +87.3% | -68.9% | +6.6% |
| 3Y | +25.6% | +509.4% | -483.9% | -6.1% |
| 5Y | +38.6% | +175.1% | -136.5% | +9.0% |
| 10Y | +226.1% | +3,203.1% | -2,977.0% | +71.0% |
| All | +243.5% | +1,735.1% | -1,491.6% | +85.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling