+3,059.8%
NTRA vs HUBB
+446.9%
+2,612.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | -0.1% |
| 7D | +0.2% | -0.1% | +0.3% | +0.2% |
| 30D | +4.1% | -10.0% | +14.1% | +10.3% |
| 3M | +50.0% | -1.6% | +51.6% | +49.5% |
| 6M | +67.3% | -3.1% | +70.4% | +66.2% |
| YTD | +43.6% | +4.6% | +39.0% | +35.6% |
| 1Y | +89.2% | +3.3% | +85.9% | +78.9% |
| 3Y | +502.5% | +46.6% | +456.0% | +339.4% |
| 5Y | +173.8% | +158.7% | +15.1% | +30.2% |
| All | +3,059.8% | +446.9% | +2,612.9% | +675.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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