+2,832.9%
NTRA vs USHY
+49.7%
+2,783.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | +0.1% |
| 7D | -0.5% | -0.7% | +0.3% | +1.5% |
| 30D | +4.3% | -0.5% | +4.8% | +5.9% |
| 3M | +50.6% | +0.5% | +50.1% | +48.9% |
| 6M | +63.9% | +1.5% | +62.4% | +58.9% |
| YTD | +42.4% | +1.7% | +40.6% | +37.3% |
| 1Y | +92.1% | +3.5% | +88.5% | +77.2% |
| 3Y | +501.7% | +27.2% | +474.6% | +233.1% |
| 5Y | +171.4% | +21.0% | +150.5% | +78.5% |
| All | +2,832.9% | +49.7% | +2,783.2% | +1,235.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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