+29.3%
HWM vs NTAP
+61.9%
-32.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +1.9% | -12.6% | -10.8% |
| 7D | -9.2% | +3.3% | -12.4% | -9.3% |
| 30D | -17.9% | -0.2% | -17.7% | -17.8% |
| 3M | -6.0% | +11.4% | -17.4% | -6.1% |
| 6M | -7.4% | +88.7% | -96.0% | -9.7% |
| YTD | +13.1% | +78.9% | -65.8% | +11.4% |
| 1Y | +29.3% | +58.8% | -29.5% | +33.1% |
| All | +29.3% | +61.9% | -32.6% | +33.1% |
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