+1,388.5%
HWM vs NTAP
+535.8%
+852.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.6% |
| 7D | +3.4% | -15.1% | +18.4% | +10.0% |
| 30D | -7.5% | -28.1% | +20.5% | +4.6% |
| 3M | -28.9% | -11.4% | -17.4% | -26.6% |
| 6M | -19.6% | +52.2% | -71.8% | -36.4% |
| YTD | +0.6% | +60.4% | -59.8% | -23.5% |
| 1Y | +0.3% | +51.0% | -50.7% | -21.7% |
| 3Y | +326.1% | +135.6% | +190.6% | +153.3% |
| 5Y | +525.2% | +107.5% | +417.7% | +288.0% |
| 10Y | +1,492.9% | +608.6% | +884.3% | +499.1% |
| All | +1,388.5% | +535.8% | +852.7% | +460.8% |
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 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