+725.6%
HPQ vs NTAP
+23,420.6%
-22,695.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | +6.9% | -0.8% | +7.7% | +7.1% |
| 30D | +14.4% | -0.5% | +15.0% | +14.5% |
| 3M | +25.6% | +4.1% | +21.5% | +23.8% |
| 6M | +75.0% | +88.0% | -12.9% | +45.3% |
| YTD | +50.7% | +75.6% | -24.9% | +27.4% |
| 1Y | +18.7% | +58.9% | -40.3% | +3.4% |
| 3Y | +21.5% | +153.6% | -132.1% | -8.0% |
| 5Y | +31.6% | +127.6% | -96.1% | +3.4% |
| 10Y | +216.1% | +580.4% | -364.3% | +81.7% |
| All | +725.6% | +23,420.6% | -22,695.0% | +96.0% |
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