-9.0%
HUM vs NTRA
+507.7%
-516.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +5.0% |
| 3M | +11.4% | +50.0% | -38.6% | +8.1% |
| 6M | +141.5% | +67.3% | +74.2% | +130.9% |
| YTD | +61.2% | +43.6% | +17.6% | +56.1% |
| 1Y | +49.2% | +89.2% | -40.1% | +40.7% |
| 3Y | -9.0% | +502.5% | -511.6% | -22.2% |
| All | -9.0% | +507.7% | -516.7% | -22.2% |
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 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