-14.9%
HAL vs NTAP
+583.1%
-598.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.5% | +5.6% | +4.2% |
| 7D | +6.1% | +7.2% | -1.1% | +2.8% |
| 30D | +2.9% | -18.4% | +21.3% | +11.6% |
| 3M | +3.3% | -11.3% | +14.7% | +6.7% |
| 6M | -16.9% | +53.8% | -70.7% | -36.2% |
| YTD | +21.2% | +72.0% | -50.8% | -13.4% |
| 1Y | +27.5% | +68.0% | -40.5% | -7.9% |
| 3Y | -6.4% | +149.5% | -155.9% | -49.6% |
| 5Y | +58.0% | +125.6% | -67.6% | -12.2% |
| All | -14.9% | +583.1% | -598.0% | -69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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