+677.7%
HPE vs NTAP
+632.7%
+45.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.9% | +5.8% | +6.6% |
| 7D | +10.1% | +3.3% | +6.9% | +8.1% |
| 30D | +5.3% | -0.2% | +5.5% | +5.6% |
| 3M | +12.7% | +11.4% | +1.3% | +5.6% |
| 6M | +167.7% | +88.7% | +79.0% | +80.6% |
| YTD | +135.5% | +78.9% | +56.5% | +63.9% |
| 1Y | +143.4% | +58.8% | +84.6% | +82.2% |
| 3Y | +249.2% | +153.5% | +95.6% | +93.4% |
| 5Y | +343.8% | +136.7% | +207.1% | +152.4% |
| 10Y | +495.9% | +590.2% | -94.3% | +84.9% |
| All | +677.7% | +632.7% | +45.0% | +144.6% |
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