+122.8%
NTAP vs HIG
+118.8%
+4.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -1.0% | -2.3% | +1.3% | -0.1% |
| 30D | -7.5% | -1.2% | -6.3% | -7.1% |
| 3M | +14.6% | +6.3% | +8.3% | +11.7% |
| 6M | +91.0% | +0.6% | +90.4% | +89.3% |
| YTD | +73.7% | +0.6% | +73.1% | +71.9% |
| 1Y | +51.2% | +6.1% | +45.1% | +45.7% |
| 3Y | +146.1% | +102.0% | +44.2% | +68.2% |
| 5Y | +122.8% | +119.2% | +3.6% | +42.3% |
| All | +122.8% | +118.8% | +4.1% | +42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling