+224.7%
HPE vs NTAP
+148.4%
+76.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.5% | -1.2% | -1.9% |
| 7D | +7.9% | +7.2% | +0.7% | +2.6% |
| 30D | -23.5% | -18.4% | -5.1% | -10.7% |
| 3M | -19.1% | -11.3% | -7.7% | -10.4% |
| 6M | +51.4% | +53.8% | -2.4% | +14.7% |
| YTD | +103.4% | +72.0% | +31.5% | +42.8% |
| 1Y | +114.4% | +68.0% | +46.4% | +52.7% |
| 3Y | +224.7% | +149.5% | +75.2% | +88.5% |
| All | +224.7% | +148.4% | +76.3% | +88.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling