+65.4%
NTR vs ALHC
-33.8%
+99.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.3% |
| 7D | -1.3% | -6.9% | +5.6% | -1.0% |
| 30D | +16.8% | -6.7% | +23.5% | +17.1% |
| 3M | +20.7% | -37.7% | +58.4% | +23.0% |
| 6M | +0.5% | -30.0% | +30.5% | +1.4% |
| YTD | +29.2% | -36.2% | +65.3% | +30.8% |
| 1Y | +39.6% | -22.9% | +62.5% | +39.6% |
| 3Y | +37.9% | +138.4% | -100.5% | +24.7% |
| 5Y | +47.1% | -32.8% | +79.8% | +37.1% |
| All | +65.4% | -33.8% | +99.2% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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