+132.4%
HUM vs NTRA
+1,727.4%
-1,595.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.0% |
| 6M | +141.5% | +67.3% | +74.2% | +128.5% |
| YTD | +61.2% | +43.6% | +17.6% | +54.5% |
| 1Y | +49.2% | +89.2% | -40.1% | +39.0% |
| 3Y | -9.0% | +502.5% | -511.6% | -25.5% |
| 5Y | +7.2% | +173.8% | -166.6% | -8.8% |
| 10Y | +152.7% | +3,189.3% | -3,036.6% | +58.7% |
| All | +132.4% | +1,727.4% | -1,595.0% | +45.1% |
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