+571.9%
HPE vs NTAP
+604.2%
-32.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.5% | -1.2% | -2.1% |
| 7D | +7.9% | +7.2% | +0.7% | +3.3% |
| 30D | -23.5% | -18.4% | -5.1% | -12.3% |
| 3M | -19.1% | -11.3% | -7.7% | -11.3% |
| 6M | +51.4% | +53.8% | -2.4% | +17.4% |
| YTD | +103.4% | +72.0% | +31.5% | +47.5% |
| 1Y | +114.4% | +68.0% | +46.4% | +57.6% |
| 3Y | +224.7% | +149.5% | +75.2% | +84.6% |
| 5Y | +277.8% | +125.6% | +152.2% | +125.1% |
| 10Y | +371.1% | +583.1% | -212.1% | +50.4% |
| All | +571.9% | +604.2% | -32.3% | +120.1% |
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