+60.4%
HCA vs NTAP
+165.5%
-105.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +8.5% | -7.2% | +0.9% |
| 7D | +5.4% | +7.4% | -2.0% | +5.0% |
| 30D | +3.0% | -1.4% | +4.3% | +3.0% |
| 3M | +13.0% | +24.6% | -11.5% | +11.5% |
| 6M | -20.3% | +105.9% | -126.2% | -25.7% |
| YTD | -8.2% | +88.5% | -96.8% | -13.7% |
| 1Y | +6.7% | +62.1% | -55.4% | +2.0% |
| 3Y | +60.4% | +169.1% | -108.7% | +38.8% |
| All | +60.4% | +165.5% | -105.1% | +38.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling