+1,773.8%
HWM vs NTAP
+595.8%
+1,178.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -2.1% | -0.8% | -1.3% | -1.8% |
| 30D | -11.0% | -0.5% | -10.4% | -10.8% |
| 3M | +4.0% | +4.1% | 0.0% | +1.4% |
| 6M | -0.2% | +88.0% | -88.2% | -27.2% |
| YTD | +26.7% | +75.6% | -48.9% | -5.5% |
| 1Y | +44.7% | +58.9% | -14.2% | +12.7% |
| 3Y | +426.1% | +153.6% | +272.5% | +209.0% |
| 5Y | +738.5% | +127.6% | +610.9% | +408.9% |
| All | +1,773.8% | +595.8% | +1,178.0% | +592.3% |
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