+19,691.7%
NTAP vs HRB
+1,010.6%
+18,681.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +1.5% |
| 7D | -0.8% | -5.7% | +4.9% | +1.2% |
| 30D | -0.5% | +7.9% | -8.4% | -3.8% |
| 3M | +4.1% | +32.1% | -28.1% | -7.0% |
| 6M | +88.0% | +62.2% | +25.7% | +53.8% |
| YTD | +75.6% | +16.4% | +59.2% | +60.8% |
| 1Y | +58.9% | -0.3% | +59.2% | +53.1% |
| 3Y | +153.6% | +36.0% | +117.5% | +110.3% |
| 5Y | +127.6% | +125.2% | +2.4% | +49.3% |
| 10Y | +580.4% | +237.7% | +342.7% | +242.1% |
| All | +19,691.7% | +1,010.6% | +18,681.2% | +4,450.8% |
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