+12.0%
HON vs NTAP
+124.7%
-112.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.4% |
| 7D | +1.4% | +7.2% | -5.8% | 0.0% |
| 30D | +7.5% | -18.4% | +25.9% | +11.4% |
| 3M | -4.3% | -11.3% | +7.0% | -2.8% |
| 6M | -1.5% | +53.8% | -55.3% | -12.5% |
| YTD | +10.5% | +72.0% | -61.4% | -4.9% |
| 1Y | +8.5% | +68.0% | -59.5% | -6.2% |
| 3Y | +28.0% | +149.5% | -121.4% | -6.1% |
| All | +12.0% | +124.7% | -112.7% | -18.8% |
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