+153.5%
NTAP vs HBM
+522.1%
-368.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.8% | -3.8% | +1.0% |
| 7D | +3.3% | +7.4% | -4.1% | +2.1% |
| 30D | -0.2% | +5.1% | -5.3% | -1.2% |
| 3M | +11.4% | +11.1% | +0.3% | +8.5% |
| 6M | +88.7% | +30.2% | +58.5% | +77.8% |
| YTD | +78.9% | +46.2% | +32.7% | +62.6% |
| 1Y | +58.8% | +120.0% | -61.2% | +31.5% |
| 3Y | +153.5% | +527.4% | -373.9% | +62.8% |
| All | +153.5% | +522.1% | -368.5% | +62.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling