+132.3%
HON vs NTAP
+650.8%
-518.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.5% | -8.5% | -2.3% |
| 7D | -3.5% | +7.4% | -10.8% | -5.5% |
| 30D | -13.8% | -1.4% | -12.4% | -13.5% |
| 3M | -11.7% | +24.6% | -36.2% | -17.6% |
| 6M | -18.7% | +105.9% | -124.6% | -35.9% |
| YTD | +0.2% | +88.5% | -88.3% | -19.1% |
| 1Y | -3.1% | +62.1% | -65.2% | -18.2% |
| 3Y | +17.0% | +169.1% | -152.1% | -20.0% |
| 5Y | +2.0% | +141.9% | -139.8% | -29.1% |
| All | +132.3% | +650.8% | -518.5% | +9.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling