+1,731.8%
HCA vs NTAP
+417.8%
+1,314.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.3% | +7.2% | +5.5% |
| 7D | +4.9% | +2.2% | +2.7% | +4.3% |
| 30D | +1.9% | -7.0% | +8.9% | +3.7% |
| 3M | +12.7% | +12.3% | +0.4% | +8.4% |
| 6M | -22.3% | +85.1% | -107.5% | -36.5% |
| YTD | -9.3% | +74.8% | -84.1% | -24.9% |
| 1Y | +2.7% | +52.7% | -49.9% | -11.8% |
| 3Y | +57.8% | +147.7% | -89.8% | +11.7% |
| 5Y | +70.3% | +124.8% | -54.5% | +22.6% |
| 10Y | +499.7% | +589.7% | -90.1% | +182.8% |
| All | +1,731.8% | +417.8% | +1,314.0% | +835.9% |
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 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