+149.4%
NTAP vs HIG
+101.4%
+48.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.4% |
| 7D | +2.2% | -0.5% | +2.7% | +2.3% |
| 30D | -7.0% | -2.8% | -4.2% | -6.6% |
| 3M | +12.3% | +6.3% | +6.0% | +10.8% |
| 6M | +85.1% | -0.1% | +85.2% | +85.3% |
| YTD | +74.8% | +0.4% | +74.3% | +74.4% |
| 1Y | +52.7% | +6.2% | +46.4% | +49.6% |
| All | +149.4% | +101.4% | +48.0% | +120.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling