+1,829.6%
HON vs NTAP
+23,420.6%
-21,591.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.8% | +0.9% |
| 7D | -3.6% | -0.8% | -2.8% | -3.5% |
| 30D | -15.3% | -0.5% | -14.7% | -15.2% |
| 3M | -7.9% | +4.1% | -12.0% | -8.9% |
| 6M | -18.1% | +88.0% | -106.0% | -27.5% |
| YTD | +3.8% | +75.6% | -71.7% | -7.3% |
| 1Y | +0.5% | +58.9% | -58.4% | -8.8% |
| 3Y | +19.8% | +153.6% | -133.8% | -1.6% |
| 5Y | +2.9% | +127.6% | -124.7% | -14.5% |
| 10Y | +134.6% | +580.4% | -445.7% | +57.7% |
| All | +1,829.6% | +23,420.6% | -21,591.1% | +598.9% |
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