+19,285.4%
NTAP vs HRB
+1,032.1%
+18,253.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.0% |
| 7D | +7.2% | -5.1% | +12.3% | +9.1% |
| 30D | -18.4% | +8.7% | -27.0% | -21.3% |
| 3M | -11.3% | -5.4% | -5.9% | -10.9% |
| 6M | +53.8% | +41.6% | +12.2% | +32.3% |
| YTD | +72.0% | +18.7% | +53.3% | +54.5% |
| 1Y | +68.0% | +16.4% | +51.6% | +51.7% |
| 3Y | +149.5% | +22.0% | +127.5% | +113.5% |
| 5Y | +125.6% | +141.2% | -15.6% | +42.8% |
| 10Y | +583.1% | +223.1% | +360.0% | +246.1% |
| All | +19,285.4% | +1,032.1% | +18,253.3% | +4,274.0% |
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