+5,721.5%
HD vs NTAP
+23,420.6%
-17,699.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -2.1% | -0.8% | -1.3% | -1.9% |
| 30D | -8.4% | -0.5% | -7.9% | -8.5% |
| 3M | +4.3% | +4.1% | +0.3% | +3.2% |
| 6M | -11.1% | +88.0% | -99.1% | -20.9% |
| YTD | -4.7% | +75.6% | -80.2% | -14.3% |
| 1Y | -19.8% | +58.9% | -78.7% | -26.9% |
| 3Y | +4.1% | +153.6% | -149.5% | -13.4% |
| 5Y | +10.3% | +127.6% | -117.3% | -7.0% |
| 10Y | +203.2% | +580.4% | -377.2% | +109.3% |
| All | +5,721.5% | +23,420.6% | -17,699.1% | +1,973.6% |
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