+568.7%
NTAP vs HBM
+622.7%
-54.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.5% | +6.9% | +0.8% |
| 7D | -1.0% | -3.7% | +2.8% | -0.3% |
| 30D | -7.5% | -3.7% | -3.8% | -7.2% |
| 3M | +14.6% | +8.0% | +6.6% | +11.9% |
| 6M | +91.0% | +15.8% | +75.2% | +82.1% |
| YTD | +73.7% | +34.4% | +39.3% | +59.0% |
| 1Y | +51.2% | +98.2% | -46.9% | +27.2% |
| 3Y | +146.1% | +476.6% | -330.4% | +61.0% |
| 5Y | +122.8% | +331.1% | -208.3% | +47.0% |
| All | +568.7% | +622.7% | -54.0% | +226.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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