+1,474.6%
HWM vs NTAP
+583.1%
+891.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | 0.0% |
| 7D | +7.3% | +7.2% | +0.1% | +4.3% |
| 30D | +1.6% | -18.4% | +20.0% | +9.4% |
| 3M | -21.9% | -11.3% | -10.5% | -19.2% |
| 6M | -19.0% | +53.8% | -72.8% | -36.0% |
| YTD | +7.9% | +72.0% | -64.0% | -20.3% |
| 1Y | +9.9% | +68.0% | -58.1% | -18.1% |
| 3Y | +342.1% | +149.5% | +192.7% | +156.1% |
| 5Y | +600.8% | +125.6% | +475.2% | +318.4% |
| All | +1,474.6% | +583.1% | +891.5% | +463.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling