+635.0%
HLT vs NTAP
+522.6%
+112.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | -2.6% | -1.0% | -1.6% | -2.3% |
| 30D | -2.6% | -7.5% | +4.9% | -0.5% |
| 3M | -9.4% | +14.6% | -24.0% | -13.7% |
| 6M | +2.7% | +91.0% | -88.3% | -18.8% |
| YTD | +6.8% | +73.7% | -66.9% | -13.3% |
| 1Y | +12.4% | +51.2% | -38.9% | -4.7% |
| 3Y | +100.2% | +146.1% | -46.0% | +38.4% |
| 5Y | +143.7% | +122.8% | +20.9% | +71.6% |
| 10Y | +584.9% | +585.5% | -0.6% | +213.2% |
| All | +635.0% | +522.6% | +112.5% | +229.9% |
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 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