+625.8%
NTAP vs HRB
+209.1%
+416.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.5% | +8.0% | +8.4% |
| 7D | +7.4% | -8.0% | +15.4% | +9.5% |
| 30D | -1.4% | -16.0% | +14.6% | +2.7% |
| 3M | +24.6% | +26.9% | -2.3% | +16.1% |
| 6M | +105.9% | +51.1% | +54.8% | +81.4% |
| YTD | +88.5% | +7.1% | +81.5% | +81.4% |
| 1Y | +62.1% | -9.6% | +71.7% | +62.8% |
| 3Y | +169.1% | +25.4% | +143.6% | +138.6% |
| 5Y | +141.9% | +114.9% | +27.0% | +75.7% |
| All | +625.8% | +209.1% | +416.6% | +335.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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