+55.2%
HYG vs NTAP
+650.8%
-595.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.5% | -8.6% | -0.9% |
| 7D | -0.7% | +7.4% | -8.1% | -1.5% |
| 30D | -0.7% | -1.4% | +0.6% | -0.7% |
| 3M | -0.2% | +24.6% | -24.8% | -2.7% |
| 6M | +1.4% | +105.9% | -104.5% | -7.1% |
| YTD | +1.5% | +88.5% | -87.1% | -6.3% |
| 1Y | +2.9% | +62.1% | -59.2% | -3.3% |
| 3Y | +25.6% | +169.1% | -143.4% | +9.0% |
| 5Y | +18.6% | +141.9% | -123.3% | +3.0% |
| All | +55.2% | +650.8% | -595.6% | +15.4% |
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