+171.4%
NTRA vs ALHC
-31.9%
+203.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -0.8% |
| 7D | -0.5% | -5.8% | +5.3% | +0.7% |
| 30D | +4.3% | -3.3% | +7.6% | +4.9% |
| 3M | +50.6% | -37.9% | +88.6% | +64.0% |
| 6M | +63.9% | -29.5% | +93.4% | +71.9% |
| YTD | +42.4% | -35.4% | +77.8% | +51.4% |
| 1Y | +92.1% | -22.4% | +114.5% | +96.3% |
| 3Y | +501.7% | +146.3% | +355.4% | +321.3% |
| 5Y | +171.4% | -32.0% | +203.4% | +138.9% |
| All | +171.4% | -31.9% | +203.3% | +138.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling