+221.4%
HL vs NTAP
+23,312.9%
-23,091.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.2% | +2.1% |
| 7D | +0.4% | +2.2% | -1.8% | +0.2% |
| 30D | +18.8% | -7.0% | +25.9% | +19.4% |
| 3M | +43.7% | +12.3% | +31.4% | +42.2% |
| 6M | -1.0% | +85.1% | -86.2% | -6.1% |
| YTD | +8.7% | +74.8% | -66.1% | +3.6% |
| 1Y | +105.0% | +52.7% | +52.3% | +97.4% |
| 3Y | +427.3% | +147.7% | +279.6% | +388.1% |
| 5Y | +249.3% | +124.8% | +124.5% | +224.6% |
| 10Y | +284.2% | +589.7% | -305.5% | +232.4% |
| All | +221.4% | +23,312.9% | -23,091.5% | +211.5% |
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 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