+131.4%
NTAP vs HRB
+143.9%
-12.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.7% |
| 7D | +9.9% | -7.8% | +17.6% | +10.7% |
| 30D | -22.1% | +15.7% | -37.9% | -23.6% |
| 3M | -7.7% | -5.5% | -2.2% | -7.2% |
| 6M | +60.9% | +41.1% | +19.8% | +52.8% |
| YTD | +76.4% | +20.4% | +56.1% | +70.2% |
| 1Y | +69.3% | +15.2% | +54.1% | +64.3% |
| 3Y | +154.6% | +24.3% | +130.3% | +139.1% |
| 5Y | +131.4% | +144.7% | -13.3% | +99.2% |
| All | +131.4% | +143.9% | -12.5% | +99.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling