+11,249.1%
NTAP vs HIG
+1,002.1%
+10,247.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.4% |
| 7D | -0.8% | +0.3% | -1.1% | -0.8% |
| 30D | -0.5% | -3.2% | +2.7% | +0.2% |
| 3M | +4.1% | +9.1% | -5.1% | +1.6% |
| 6M | +88.0% | -1.8% | +89.7% | +87.8% |
| YTD | +75.6% | +1.8% | +73.8% | +73.9% |
| 1Y | +58.9% | +4.6% | +54.3% | +56.1% |
| 3Y | +153.6% | +101.6% | +51.9% | +110.1% |
| 5Y | +127.6% | +124.5% | +3.2% | +83.3% |
| 10Y | +580.4% | +317.8% | +262.6% | +353.5% |
| All | +11,249.1% | +1,002.1% | +10,247.1% | +3,584.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling