+109.8%
NTRS vs ALHC
-33.8%
+143.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.2% | +1.1% |
| 7D | +1.4% | -6.9% | +8.2% | +1.8% |
| 30D | -0.7% | -6.7% | +6.1% | -0.3% |
| 3M | +11.3% | -37.7% | +49.0% | +14.0% |
| 6M | +35.5% | -30.0% | +65.5% | +37.2% |
| YTD | +40.6% | -36.2% | +76.7% | +43.0% |
| 1Y | +49.2% | -22.9% | +72.1% | +50.0% |
| 3Y | +167.2% | +138.4% | +28.9% | +140.2% |
| 5Y | +94.9% | -32.8% | +127.7% | +82.5% |
| All | +109.8% | -33.8% | +143.6% | +97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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