+68.1%
NTAP vs HIG
+12.7%
+55.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -0.9% |
| 7D | -16.1% | +6.2% | -22.3% | -14.5% |
| 30D | -15.9% | +9.4% | -25.4% | -13.8% |
| 3M | -1.2% | -2.3% | +1.1% | -1.4% |
| 6M | +70.1% | +4.2% | +65.9% | +75.2% |
| YTD | +77.9% | +1.6% | +76.4% | +80.9% |
| 1Y | +68.1% | +9.9% | +58.2% | +70.5% |
| All | +68.1% | +12.7% | +55.4% | +70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 1y: compounded portfolio wealth divided by compounded HIG 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…
1y analysis · Full analysis span regression · 6 months rolling