+133.6%
HOOD vs NTAP
+150.3%
-16.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.3% | -2.4% |
| 7D | -5.1% | -7.8% | +2.7% | +0.2% |
| 30D | -25.4% | -25.8% | +0.4% | -9.3% |
| 3M | -14.0% | -11.2% | -2.7% | -8.4% |
| 6M | +5.6% | +49.9% | -44.4% | -26.4% |
| YTD | -28.1% | +66.9% | -95.0% | -54.7% |
| 1Y | -40.1% | +58.8% | -99.0% | -60.7% |
| 3Y | +888.2% | +140.8% | +747.4% | +347.8% |
| 5Y | +135.8% | +115.0% | +20.8% | +12.4% |
| All | +133.6% | +150.3% | -16.8% | +22.4% |
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