+124.8%
NTAP vs HRB
+104.8%
+19.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -2.1% |
| 7D | +2.2% | -10.6% | +12.8% | +3.6% |
| 30D | -7.0% | -0.8% | -6.2% | -7.2% |
| 3M | +12.3% | +19.1% | -6.8% | +9.1% |
| 6M | +85.1% | +48.7% | +36.4% | +73.5% |
| YTD | +74.8% | +7.1% | +67.7% | +71.2% |
| 1Y | +52.7% | -8.3% | +61.0% | +52.7% |
| 3Y | +147.7% | +25.8% | +121.8% | +130.0% |
| 5Y | +124.8% | +111.1% | +13.7% | +100.7% |
| All | +124.8% | +104.8% | +19.9% | +100.7% |
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