+444.0%
HAL vs NTAP
+23,159.9%
-22,716.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.1% | -0.7% | +2.6% |
| 7D | -0.2% | -2.4% | +2.2% | +0.2% |
| 30D | +1.0% | -23.4% | +24.5% | +5.7% |
| 3M | -2.1% | -7.5% | +5.4% | -1.4% |
| 6M | -17.5% | +56.4% | -73.8% | -25.2% |
| YTD | +18.1% | +73.6% | -55.5% | +4.6% |
| 1Y | +19.7% | +68.4% | -48.7% | +6.5% |
| 3Y | -7.9% | +150.6% | -158.5% | -24.8% |
| 5Y | +53.1% | +122.5% | -69.4% | +27.3% |
| 10Y | -16.8% | +589.7% | -606.5% | -42.0% |
| All | +444.0% | +23,159.9% | -22,716.0% | +131.4% |
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