+448.2%
HUT vs NTRA
+3,471.4%
-3,023.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.9% | +8.0% | +8.4% |
| 7D | +5.4% | +0.2% | +5.2% | +5.3% |
| 30D | +8.6% | +4.1% | +4.5% | +6.9% |
| 3M | -15.2% | +50.0% | -65.3% | -30.9% |
| 6M | +92.9% | +67.3% | +25.6% | +49.2% |
| YTD | +114.6% | +43.6% | +71.0% | +77.5% |
| 1Y | +208.5% | +89.2% | +119.3% | +126.5% |
| 3Y | +821.5% | +502.5% | +318.9% | +309.7% |
| 5Y | +101.8% | +173.8% | -71.9% | +10.9% |
| All | +448.2% | +3,471.4% | -3,023.2% | +84.8% |
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