+3,059.8%
NTRA vs HIG
+313.7%
+2,746.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | +0.2% | -1.5% | +1.7% | +1.0% |
| 30D | +4.1% | -0.4% | +4.5% | +4.1% |
| 3M | +50.0% | +6.7% | +43.4% | +44.4% |
| 6M | +67.3% | +2.0% | +65.3% | +64.3% |
| YTD | +43.6% | +0.3% | +43.3% | +41.6% |
| 1Y | +89.2% | +4.2% | +85.1% | +82.1% |
| 3Y | +502.5% | +102.2% | +400.3% | +294.4% |
| 5Y | +173.8% | +118.5% | +55.3% | +67.7% |
| All | +3,059.8% | +313.7% | +2,746.1% | +1,036.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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