+155.3%
HBAN vs NTAP
+650.8%
-495.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.5% | -7.8% | -2.6% |
| 7D | -1.0% | +7.4% | -8.4% | -4.0% |
| 30D | -5.6% | -1.4% | -4.2% | -5.4% |
| 3M | -1.1% | +24.6% | -25.7% | -10.5% |
| 6M | +9.9% | +105.9% | -96.0% | -22.1% |
| YTD | -0.9% | +88.5% | -89.5% | -27.5% |
| 1Y | -1.4% | +62.1% | -63.5% | -23.1% |
| 3Y | +78.2% | +169.1% | -90.8% | +4.3% |
| 5Y | +37.0% | +141.9% | -104.9% | -17.2% |
| All | +155.3% | +650.8% | -495.5% | -12.9% |
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