+512.4%
HAL vs NTAP
+23,420.6%
-22,908.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +2.9% | -0.8% | +3.7% | +3.1% |
| 30D | +17.0% | -0.5% | +17.6% | +17.1% |
| 3M | -9.7% | +4.1% | -13.7% | -10.6% |
| 6M | +8.6% | +88.0% | -79.3% | -4.5% |
| YTD | +33.0% | +75.6% | -42.6% | +18.1% |
| 1Y | +68.3% | +58.9% | +9.4% | +52.1% |
| 3Y | +0.1% | +153.6% | -153.5% | -18.0% |
| 5Y | +102.6% | +127.6% | -25.0% | +68.8% |
| 10Y | +3.8% | +580.4% | -576.6% | -27.2% |
| All | +512.4% | +23,420.6% | -22,908.3% | +161.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling