+562.2%
NTAP vs HIG
+261.7%
+300.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -3.0% | -2.7% |
| 7D | +7.2% | +2.6% | +4.6% | +6.3% |
| 30D | -18.4% | +4.2% | -22.6% | -19.7% |
| 3M | -11.3% | +0.2% | -11.5% | -11.7% |
| 6M | +53.8% | +4.6% | +49.2% | +49.9% |
| YTD | +72.0% | +1.1% | +70.9% | +69.4% |
| 1Y | +68.0% | +4.7% | +63.3% | +63.3% |
| 3Y | +149.5% | +95.5% | +54.0% | +91.1% |
| 5Y | +125.6% | +111.7% | +13.9% | +66.8% |
| All | +562.2% | +261.7% | +300.5% | +323.3% |
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