+390.3%
HWM vs NTRA
+510.2%
-119.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.1% |
| 7D | -8.0% | +1.6% | -9.6% | -8.3% |
| 30D | -18.0% | +3.8% | -21.8% | -18.6% |
| 3M | -9.5% | +48.2% | -57.7% | -16.9% |
| 6M | -8.4% | +61.0% | -69.3% | -17.9% |
| YTD | +13.6% | +44.2% | -30.6% | +3.7% |
| 1Y | +30.2% | +87.3% | -57.0% | +12.1% |
| All | +390.3% | +510.2% | -119.9% | +259.9% |
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 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