+51.3%
NTR vs ALHC
-61.4%
+112.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.1% |
| 7D | -0.3% | +0.3% | -0.6% | -0.4% |
| 30D | +2.0% | -10.6% | +12.5% | +2.4% |
| 3M | +6.4% | -45.3% | +51.7% | +8.9% |
| 6M | +1.6% | -59.7% | +61.3% | +4.8% |
| YTD | +18.2% | -62.7% | +81.0% | +22.1% |
| 1Y | +23.9% | -56.1% | +80.1% | +26.7% |
| 3Y | +44.7% | +21.3% | +23.4% | +35.4% |
| 5Y | +21.3% | -66.0% | +87.3% | +15.6% |
| All | +51.3% | -61.4% | +112.7% | +38.1% |
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