+133.6%
HOOD vs NTAP
+164.7%
-31.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.6% | -5.4% | -4.9% |
| 7D | +3.8% | +9.9% | -6.1% | -2.6% |
| 30D | -26.4% | -22.1% | -4.2% | -13.3% |
| 3M | -14.3% | -7.7% | -6.6% | -11.1% |
| 6M | +3.9% | +60.9% | -57.0% | -31.0% |
| YTD | -28.1% | +76.4% | -104.5% | -56.3% |
| 1Y | -38.8% | +69.3% | -108.2% | -61.6% |
| 3Y | +888.5% | +154.6% | +733.8% | +331.4% |
| 5Y | +131.0% | +131.4% | -0.4% | +5.5% |
| All | +133.6% | +164.7% | -31.1% | +17.9% |
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 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