+3,059.8%
NTRA vs HSY
+128.6%
+2,931.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.4% | +1.0% |
| 7D | +0.2% | +0.1% | +0.1% | +0.2% |
| 30D | +4.1% | -5.2% | +9.3% | +5.8% |
| 3M | +50.0% | -3.4% | +53.4% | +50.9% |
| 6M | +67.3% | -19.2% | +86.5% | +77.9% |
| YTD | +43.6% | -2.6% | +46.2% | +42.0% |
| 1Y | +89.2% | -3.8% | +93.0% | +87.4% |
| 3Y | +502.5% | -10.6% | +513.2% | +500.4% |
| 5Y | +173.8% | +12.3% | +161.5% | +128.4% |
| All | +3,059.8% | +128.6% | +2,931.1% | +2,262.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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