+1,711.9%
NTRA vs HIG
+306.8%
+1,405.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.4% | -1.3% |
| 7D | -0.5% | -2.3% | +1.8% | +0.6% |
| 30D | +4.3% | -1.2% | +5.5% | +4.8% |
| 3M | +50.6% | +6.3% | +44.3% | +45.5% |
| 6M | +63.9% | +0.6% | +63.3% | +62.2% |
| YTD | +42.4% | +0.6% | +41.8% | +40.3% |
| 1Y | +92.1% | +6.1% | +86.0% | +83.6% |
| 3Y | +501.7% | +102.0% | +399.8% | +304.2% |
| 5Y | +171.4% | +119.2% | +52.2% | +71.2% |
| 10Y | +3,161.4% | +312.5% | +2,848.9% | +1,204.3% |
| All | +1,711.9% | +306.8% | +1,405.0% | +613.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling