+340.8%
HPE vs NTAP
+122.8%
+218.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.6% | -5.6% | -5.8% |
| 7D | +1.4% | -1.0% | +2.4% | +2.1% |
| 30D | +1.5% | -7.5% | +9.0% | +7.2% |
| 3M | +21.7% | +14.6% | +7.1% | +10.8% |
| 6M | +164.2% | +91.0% | +73.2% | +68.0% |
| YTD | +132.1% | +73.7% | +58.4% | +57.1% |
| 1Y | +130.6% | +51.2% | +79.4% | +71.4% |
| 3Y | +244.1% | +146.1% | +98.0% | +78.2% |
| 5Y | +340.8% | +122.8% | +218.0% | +134.9% |
| All | +340.8% | +122.8% | +218.1% | +134.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling