+2,110.8%
NTAP vs HDB
+4,142.9%
-2,032.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.7% |
| 7D | -15.1% | +13.3% | -28.4% | -18.7% |
| 30D | -28.1% | +13.6% | -41.6% | -31.4% |
| 3M | -11.4% | +5.8% | -17.2% | -13.6% |
| 6M | +52.2% | -1.9% | +54.1% | +51.5% |
| YTD | +60.4% | -31.2% | +91.6% | +78.8% |
| 1Y | +51.0% | -29.6% | +80.6% | +66.8% |
| 3Y | +135.6% | -10.1% | +145.6% | +134.5% |
| 5Y | +107.5% | -24.3% | +131.9% | +115.3% |
| 10Y | +608.6% | +59.3% | +549.3% | +447.3% |
| All | +2,110.8% | +4,142.9% | -2,032.1% | +633.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling