+563.1%
HPE vs NTAP
+650.8%
-87.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +8.5% | +3.9% | +7.0% |
| 7D | +19.4% | +7.4% | +12.0% | +14.4% |
| 30D | +5.6% | -1.4% | +7.0% | +6.8% |
| 3M | +33.1% | +24.6% | +8.5% | +16.2% |
| 6M | +192.5% | +105.9% | +86.6% | +85.6% |
| YTD | +160.9% | +88.5% | +72.4% | +74.6% |
| 1Y | +155.0% | +62.1% | +92.9% | +87.4% |
| 3Y | +289.4% | +169.1% | +120.4% | +105.2% |
| 5Y | +395.7% | +141.9% | +253.8% | +174.2% |
| All | +563.1% | +650.8% | -87.7% | +110.5% |
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