+51.0%
HPQ vs NTAP
+140.4%
-89.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +8.5% | -0.1% | +3.1% |
| 7D | +9.8% | +7.4% | +2.4% | +4.9% |
| 30D | +22.4% | -1.4% | +23.7% | +23.1% |
| 3M | +45.2% | +24.6% | +20.6% | +25.2% |
| 6M | +96.4% | +105.9% | -9.5% | +21.1% |
| YTD | +65.4% | +88.5% | -23.1% | +7.1% |
| 1Y | +31.6% | +62.1% | -30.5% | -6.0% |
| 3Y | +37.0% | +169.1% | -132.0% | -35.0% |
| All | +51.0% | +140.4% | -89.4% | -24.5% |
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 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