+142.9%
HOOD vs NTAP
+160.5%
-17.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.1% | -0.1% | +1.3% |
| 7D | -3.2% | -2.4% | -0.8% | -1.5% |
| 30D | -22.6% | -23.4% | +0.9% | -7.7% |
| 3M | -10.4% | -7.5% | -2.9% | -7.2% |
| 6M | +4.7% | +56.4% | -51.7% | -29.0% |
| YTD | -25.2% | +73.6% | -98.8% | -54.1% |
| 1Y | -35.9% | +68.4% | -104.3% | -59.6% |
| 3Y | +927.7% | +150.6% | +777.1% | +353.6% |
| 5Y | +147.5% | +122.5% | +25.1% | +15.2% |
| All | +142.9% | +160.5% | -17.6% | +24.0% |
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