+248.6%
HD vs NTAP
+583.1%
-334.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.7% | +0.7% |
| 7D | +1.5% | +7.2% | -5.7% | -0.2% |
| 30D | +18.0% | -18.4% | +36.4% | +23.1% |
| 3M | +2.8% | -11.3% | +14.1% | +4.4% |
| 6M | +17.0% | +53.8% | -36.8% | +0.5% |
| YTD | +3.5% | +72.0% | -68.4% | -14.6% |
| 1Y | -2.6% | +68.0% | -70.6% | -19.2% |
| 3Y | +30.7% | +149.5% | -118.8% | -8.0% |
| 5Y | +6.2% | +125.6% | -119.4% | -23.9% |
| All | +248.6% | +583.1% | -334.6% | +82.2% |
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