+2,650.8%
NTRA vs HAS
+97.5%
+2,553.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.9% |
| 7D | +2.7% | +1.4% | +1.3% | +2.2% |
| 30D | -19.2% | +26.3% | -45.4% | -25.9% |
| 3M | +2.7% | +25.6% | -22.9% | -5.9% |
| 6M | +63.4% | +30.3% | +33.1% | +46.4% |
| YTD | +39.3% | +50.4% | -11.1% | +17.4% |
| 1Y | +59.0% | +57.7% | +1.3% | +31.3% |
| 3Y | +557.4% | +213.4% | +344.0% | +296.2% |
| 5Y | +177.4% | +49.1% | +128.3% | +124.0% |
| All | +2,650.8% | +97.5% | +2,553.2% | +1,851.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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