+19,788.8%
NTAP vs HRB
+1,048.4%
+18,740.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.8% |
| 7D | +9.9% | -7.8% | +17.6% | +12.8% |
| 30D | -22.1% | +15.7% | -37.9% | -26.6% |
| 3M | -7.7% | -5.5% | -2.2% | -7.2% |
| 6M | +60.9% | +41.1% | +19.8% | +38.6% |
| YTD | +76.4% | +20.4% | +56.1% | +57.7% |
| 1Y | +69.3% | +15.2% | +54.1% | +53.5% |
| 3Y | +154.6% | +24.3% | +130.3% | +116.4% |
| 5Y | +131.4% | +144.7% | -13.3% | +45.8% |
| 10Y | +600.9% | +227.8% | +373.1% | +253.4% |
| All | +19,788.8% | +1,048.4% | +18,740.4% | +4,365.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling