+256.9%
HL vs NTAP
+650.8%
-393.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.5% | -9.7% | -3.6% |
| 7D | -4.4% | +7.4% | -11.7% | -6.4% |
| 30D | +9.3% | -1.4% | +10.7% | +9.2% |
| 3M | +32.0% | +24.6% | +7.4% | +22.9% |
| 6M | -6.4% | +105.9% | -112.3% | -26.1% |
| YTD | +3.1% | +88.5% | -85.4% | -16.5% |
| 1Y | +77.6% | +62.1% | +15.5% | +50.4% |
| 3Y | +392.8% | +169.1% | +223.8% | +247.8% |
| 5Y | +234.1% | +141.9% | +92.2% | +138.3% |
| All | +256.9% | +650.8% | -393.9% | +98.5% |
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