+4.4%
HWM vs NTAP
+66.6%
-62.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.6% | -2.7% | -4.3% |
| 7D | +9.4% | -16.1% | +25.5% | +9.6% |
| 30D | -7.0% | -15.9% | +9.0% | -6.8% |
| 3M | -25.9% | -1.2% | -24.6% | -25.8% |
| 6M | -10.8% | +70.1% | -80.9% | -9.4% |
| YTD | +4.3% | +77.9% | -73.6% | +6.2% |
| 1Y | +4.4% | +68.1% | -63.7% | +6.6% |
| All | +4.4% | +66.6% | -62.2% | +6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling