+238.2%
HL vs NTAP
+122.8%
+115.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +14.9% |
| 3M | +42.5% | +14.6% | +27.9% | +35.6% |
| 6M | -9.0% | +91.0% | -100.0% | -28.0% |
| YTD | +4.4% | +73.7% | -69.3% | -14.8% |
| 1Y | +82.7% | +51.2% | +31.4% | +56.4% |
| 3Y | +406.3% | +146.1% | +260.2% | +245.2% |
| 5Y | +238.2% | +122.8% | +115.3% | +115.9% |
| All | +238.2% | +122.8% | +115.4% | +115.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling