+1,463.9%
HWM vs NTAP
+561.6%
+902.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.1% | +1.0% | +3.4% |
| 7D | +1.6% | -5.0% | +6.6% | +3.7% |
| 30D | -3.9% | -25.8% | +21.8% | +7.3% |
| 3M | -23.2% | -6.9% | -16.3% | -22.3% |
| 6M | -20.0% | +50.0% | -70.0% | -36.0% |
| YTD | +5.7% | +66.9% | -61.2% | -20.8% |
| 1Y | +4.9% | +58.3% | -53.4% | -19.7% |
| 3Y | +347.0% | +145.1% | +201.9% | +161.6% |
| 5Y | +563.0% | +114.2% | +448.8% | +306.8% |
| 10Y | +1,579.2% | +576.6% | +1,002.6% | +523.0% |
| All | +1,463.9% | +561.6% | +902.3% | +480.1% |
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 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