+39.4%
NTR vs ALHC
-22.7%
+62.1%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -2.5% |
| 7D | -2.5% | -5.8% | +3.3% | -2.6% |
| 30D | +17.0% | -3.3% | +20.4% | +17.0% |
| 3M | +22.2% | -37.9% | +60.1% | +21.3% |
| 6M | +5.2% | -29.5% | +34.7% | +5.2% |
| YTD | +29.7% | -35.4% | +65.1% | +29.3% |
| 1Y | +39.4% | -22.4% | +61.8% | +36.7% |
| All | +39.4% | -22.7% | +62.1% | +36.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling