+138.4%
HLT vs NTAP
+140.4%
-2.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.5% | -8.6% | -2.2% |
| 7D | -1.6% | +7.4% | -9.0% | -3.5% |
| 30D | -5.0% | -1.4% | -3.7% | -4.9% |
| 3M | -10.4% | +24.6% | -35.0% | -16.1% |
| 6M | +3.2% | +105.9% | -102.7% | -19.3% |
| YTD | +6.7% | +88.5% | -81.8% | -14.4% |
| 1Y | +10.3% | +62.1% | -51.8% | -7.1% |
| 3Y | +99.3% | +169.1% | -69.7% | +29.9% |
| All | +138.4% | +140.4% | -2.0% | +55.2% |
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