+1,559.5%
HWM vs NTRA
+3,783.5%
-2,224.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.1% | +0.6% |
| 7D | -11.4% | +0.2% | -11.7% | -11.5% |
| 30D | -18.5% | +4.1% | -22.6% | -19.0% |
| 3M | -13.2% | +50.0% | -63.2% | -18.8% |
| 6M | -8.7% | +67.3% | -76.0% | -16.4% |
| YTD | +12.2% | +43.6% | -31.4% | +4.8% |
| 1Y | +24.9% | +89.2% | -64.3% | +11.8% |
| 3Y | +383.9% | +502.5% | -118.6% | +260.9% |
| 5Y | +646.1% | +173.8% | +472.4% | +486.5% |
| All | +1,559.5% | +3,783.5% | -2,224.0% | +688.9% |
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