+5.6%
HD vs NTAP
+148.5%
-142.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -2.1% | -0.8% | -1.3% | -2.0% |
| 30D | -8.4% | -0.5% | -7.9% | -8.5% |
| 3M | +4.3% | +4.1% | +0.3% | +3.6% |
| 6M | -11.1% | +88.0% | -99.1% | -20.4% |
| YTD | -4.7% | +75.6% | -80.2% | -13.7% |
| 1Y | -19.8% | +58.9% | -78.7% | -26.2% |
| All | +5.6% | +148.5% | -142.9% | -12.7% |
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 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