+6,128.0%
HD vs NTAP
+21,390.6%
-15,262.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | +4.3% | -15.1% | +19.4% | +6.9% |
| 30D | +20.2% | -28.1% | +48.3% | +26.1% |
| 3M | -1.0% | -11.4% | +10.4% | +0.1% |
| 6M | +7.9% | +52.2% | -44.3% | -1.1% |
| YTD | +2.0% | +60.4% | -58.4% | -7.7% |
| 1Y | -4.3% | +51.0% | -55.3% | -12.6% |
| 3Y | +25.9% | +135.6% | -109.6% | +5.2% |
| 5Y | +5.8% | +107.5% | -101.7% | -10.1% |
| 10Y | +262.5% | +608.6% | -346.1% | +147.5% |
| All | +6,128.0% | +21,390.6% | -15,262.5% | +2,134.6% |
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