+625.8%
NTAP vs HIG
+313.7%
+312.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.3% | +8.9% | +8.7% |
| 7D | +7.4% | -1.5% | +8.8% | +7.9% |
| 30D | -1.4% | -0.4% | -1.0% | -1.3% |
| 3M | +24.6% | +6.7% | +17.9% | +21.5% |
| 6M | +105.9% | +2.0% | +103.9% | +103.0% |
| YTD | +88.5% | +0.3% | +88.2% | +86.8% |
| 1Y | +62.1% | +4.2% | +57.9% | +58.1% |
| 3Y | +169.1% | +102.2% | +66.8% | +103.4% |
| 5Y | +141.9% | +118.5% | +23.4% | +76.9% |
| All | +625.8% | +313.7% | +312.1% | +307.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling