+590.2%
NTAP vs HDB
+34.0%
+556.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.0% | +4.9% | +3.0% |
| 7D | +3.3% | -2.0% | +5.3% | +4.0% |
| 30D | -0.2% | -4.9% | +4.7% | +1.4% |
| 3M | +11.4% | -2.3% | +13.7% | +11.7% |
| 6M | +88.7% | -23.7% | +112.4% | +105.4% |
| YTD | +78.9% | -38.5% | +117.4% | +110.3% |
| 1Y | +58.8% | -36.5% | +95.3% | +83.9% |
| 3Y | +153.5% | -28.5% | +182.0% | +174.0% |
| 5Y | +136.7% | -37.4% | +174.1% | +163.9% |
| 10Y | +590.2% | +34.0% | +556.2% | +478.7% |
| All | +590.2% | +34.0% | +556.2% | +478.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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