+1,481.8%
NTAP vs HBM
+462.4%
+1,019.4%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.9% |
| 7D | +9.9% | +5.1% | +4.8% | +8.8% |
| 30D | -22.1% | -15.8% | -6.3% | -19.5% |
| 3M | -7.7% | -22.4% | +14.7% | -3.5% |
| 6M | +60.9% | -20.2% | +81.2% | +66.0% |
| YTD | +76.4% | +9.0% | +67.4% | +68.1% |
| 1Y | +69.3% | +27.4% | +42.0% | +56.1% |
| 3Y | +154.6% | +424.2% | -269.6% | +71.4% |
| 5Y | +131.4% | +196.1% | -64.7% | +65.5% |
| 10Y | +600.9% | +285.4% | +315.5% | +304.5% |
| All | +1,481.8% | +462.4% | +1,019.4% | +618.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling