+562.2%
NTAP vs HRB
+221.6%
+340.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.2% |
| 7D | +7.2% | -5.1% | +12.3% | +8.4% |
| 30D | -18.4% | +8.7% | -27.0% | -20.3% |
| 3M | -11.3% | -5.4% | -5.9% | -10.9% |
| 6M | +53.8% | +41.6% | +12.2% | +38.4% |
| YTD | +72.0% | +18.7% | +53.3% | +60.3% |
| 1Y | +68.0% | +16.4% | +51.6% | +57.3% |
| 3Y | +149.5% | +22.0% | +127.5% | +123.5% |
| 5Y | +125.6% | +141.2% | -15.6% | +58.7% |
| All | +562.2% | +221.6% | +340.6% | +309.4% |
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