+247.2%
HD vs NTAP
+575.4%
-328.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.7% |
| 7D | +5.2% | -7.8% | +12.9% | +7.1% |
| 30D | +20.7% | -25.8% | +46.5% | +28.9% |
| 3M | +0.8% | -11.2% | +12.0% | +2.3% |
| 6M | +12.2% | +49.9% | -37.7% | -3.0% |
| YTD | +4.2% | +66.9% | -62.6% | -13.3% |
| 1Y | -2.6% | +58.8% | -61.4% | -17.9% |
| 3Y | +30.0% | +140.8% | -110.8% | -7.6% |
| 5Y | +8.1% | +115.0% | -106.9% | -21.5% |
| 10Y | +247.2% | +570.8% | -323.6% | +84.5% |
| All | +247.2% | +575.4% | -328.3% | +84.5% |
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