+398.8%
HL vs NTAP
+144.6%
+254.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.8% |
| 7D | -5.6% | -1.0% | -4.7% | -5.4% |
| 30D | +12.7% | -7.5% | +20.2% | +14.4% |
| 3M | +42.5% | +14.6% | +27.9% | +36.7% |
| 6M | -9.0% | +91.0% | -100.0% | -25.2% |
| YTD | +4.4% | +73.7% | -69.3% | -11.8% |
| 1Y | +82.7% | +51.2% | +31.4% | +60.8% |
| All | +398.8% | +144.6% | +254.2% | +275.6% |
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 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