-4.6%
HD vs NTAP
+66.6%
-71.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.6% | +8.2% | +6.5% |
| 7D | +11.9% | -16.1% | +28.0% | +11.4% |
| 30D | +26.4% | -15.9% | +42.4% | +25.8% |
| 3M | +2.8% | -1.2% | +4.1% | +2.2% |
| 6M | +15.5% | +70.1% | -54.6% | +11.1% |
| YTD | +5.5% | +77.9% | -72.4% | +0.4% |
| 1Y | -4.6% | +68.1% | -72.7% | -8.7% |
| All | -4.6% | +66.6% | -71.2% | -8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling