+1,573.3%
HWM vs NTAP
+609.1%
+964.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +1.9% | -12.6% | -11.5% |
| 7D | -9.2% | +3.3% | -12.4% | -10.4% |
| 30D | -17.9% | -0.2% | -17.7% | -17.9% |
| 3M | -6.0% | +11.4% | -17.4% | -10.9% |
| 6M | -7.4% | +88.7% | -96.0% | -32.5% |
| YTD | +13.1% | +78.9% | -65.8% | -16.4% |
| 1Y | +29.3% | +58.8% | -29.5% | +0.7% |
| 3Y | +389.9% | +153.5% | +236.4% | +188.2% |
| 5Y | +655.5% | +136.7% | +518.8% | +349.9% |
| All | +1,573.3% | +609.1% | +964.2% | +512.8% |
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