+67.5%
NTR vs ALHC
-28.9%
+96.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.5% | -1.6% |
| 7D | +8.1% | -0.6% | +8.7% | +8.1% |
| 30D | +18.8% | -1.0% | +19.8% | +18.7% |
| 3M | +16.2% | -10.2% | +26.4% | +16.0% |
| 6M | +9.8% | -28.3% | +38.0% | +10.6% |
| YTD | +30.9% | -31.4% | +62.3% | +32.0% |
| 1Y | +41.8% | -16.9% | +58.7% | +41.3% |
| 3Y | +35.8% | +135.5% | -99.7% | +23.2% |
| 5Y | +51.0% | -33.6% | +84.7% | +40.4% |
| All | +67.5% | -28.9% | +96.5% | +49.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling