+75.8%
HST vs NTRA
+171.1%
-95.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.7% | +0.6% |
| 7D | +0.7% | -0.5% | +1.1% | +0.7% |
| 30D | -0.7% | +4.3% | -5.0% | -1.3% |
| 3M | -4.0% | +50.6% | -54.7% | -9.9% |
| 6M | +20.7% | +63.9% | -43.2% | +11.3% |
| YTD | +31.0% | +42.4% | -11.3% | +22.9% |
| 1Y | +36.2% | +92.1% | -55.9% | +21.8% |
| 3Y | +66.6% | +501.7% | -435.1% | +24.0% |
| 5Y | +75.8% | +171.4% | -95.7% | +31.5% |
| All | +75.8% | +171.1% | -95.3% | +31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling