+1,773.8%
HWM vs NTRA
+3,774.6%
-2,000.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | -2.1% | +0.6% | -2.7% | -2.2% |
| 30D | -11.0% | +19.5% | -30.5% | -13.7% |
| 3M | +4.0% | +47.8% | -43.7% | -2.5% |
| 6M | -0.2% | +61.6% | -61.9% | -8.2% |
| YTD | +26.7% | +43.3% | -16.6% | +18.4% |
| 1Y | +44.7% | +97.0% | -52.3% | +28.7% |
| 3Y | +426.1% | +424.9% | +1.2% | +299.8% |
| 5Y | +738.5% | +165.2% | +573.3% | +562.1% |
| All | +1,773.8% | +3,774.6% | -2,000.8% | +790.9% |
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 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