+240.8%
NTRA vs ALHC
-61.4%
+302.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.8% |
| 7D | +2.7% | +0.3% | +2.4% | +2.6% |
| 30D | -19.2% | -10.6% | -8.6% | -17.4% |
| 3M | +2.7% | -45.3% | +48.0% | +14.0% |
| 6M | +63.4% | -59.7% | +123.1% | +89.7% |
| YTD | +39.3% | -62.7% | +102.0% | +63.2% |
| 1Y | +59.0% | -56.1% | +115.1% | +79.8% |
| 3Y | +557.4% | +21.3% | +536.1% | +431.7% |
| 5Y | +177.4% | -66.0% | +243.3% | +189.7% |
| All | +240.8% | -61.4% | +302.1% | +225.2% |
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