+105.6%
NTAP vs HDB
-24.7%
+130.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.5% |
| 7D | -15.1% | +13.3% | -28.4% | -17.8% |
| 30D | -28.1% | +13.6% | -41.6% | -30.6% |
| 3M | -11.4% | +5.8% | -17.2% | -13.1% |
| 6M | +52.2% | -1.9% | +54.1% | +51.9% |
| YTD | +60.4% | -31.2% | +91.6% | +76.6% |
| 1Y | +51.0% | -29.6% | +80.6% | +64.8% |
| 3Y | +135.6% | -10.1% | +145.6% | +131.6% |
| All | +105.6% | -24.7% | +130.4% | +110.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling