+246.2%
NTRA vs ALHC
-29.3%
+275.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | +1.1% | -1.0% | +2.0% | +1.3% |
| 30D | +0.6% | -6.3% | +7.0% | +1.9% |
| 3M | +51.8% | -12.3% | +64.2% | +53.5% |
| 6M | +63.6% | -27.0% | +90.6% | +70.6% |
| YTD | +41.5% | -31.8% | +73.3% | +49.1% |
| 1Y | +93.6% | -17.0% | +110.7% | +95.3% |
| 3Y | +498.0% | +159.8% | +338.2% | +310.4% |
| 5Y | +172.5% | -25.1% | +197.6% | +141.1% |
| All | +246.2% | -29.3% | +275.5% | +197.2% |
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 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