+250.7%
HOOD vs NTAP
+163.4%
+87.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.2% |
| 7D | +17.1% | -0.8% | +17.9% | +17.9% |
| 30D | +31.6% | -0.5% | +32.1% | +31.4% |
| 3M | +38.2% | +4.1% | +34.2% | +32.4% |
| 6M | +48.5% | +88.0% | -39.4% | -12.4% |
| YTD | +8.0% | +75.6% | -67.6% | -33.2% |
| 1Y | +18.7% | +58.9% | -40.3% | -20.2% |
| 3Y | +999.1% | +153.6% | +845.5% | +387.8% |
| 5Y | +181.7% | +127.6% | +54.0% | +30.4% |
| All | +250.7% | +163.4% | +87.3% | +80.4% |
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 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