+152.3%
HUM vs NTRA
+3,199.2%
-3,046.9%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.4% | +2.2% |
| 7D | +2.1% | +0.2% | +1.8% | +2.0% |
| 30D | +5.4% | +4.1% | +1.3% | +4.9% |
| 3M | +11.4% | +50.0% | -38.6% | +6.6% |
| 6M | +141.5% | +67.3% | +74.2% | +127.2% |
| YTD | +61.2% | +43.6% | +17.6% | +53.9% |
| 1Y | +49.2% | +89.2% | -40.1% | +38.0% |
| 3Y | -9.0% | +502.5% | -511.6% | -27.1% |
| 5Y | +7.2% | +173.8% | -166.6% | -9.9% |
| All | +152.3% | +3,199.2% | -3,046.9% | +42.0% |
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