+147.9%
NTAP vs HUM
-11.4%
+159.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -1.0% | -1.4% | +0.5% | -0.9% |
| 30D | -7.5% | +7.5% | -15.0% | -7.6% |
| 3M | +14.6% | +10.2% | +4.4% | +14.5% |
| 6M | +91.0% | +132.5% | -41.5% | +90.0% |
| YTD | +73.7% | +57.6% | +16.1% | +72.8% |
| 1Y | +51.2% | +48.6% | +2.6% | +50.4% |
| All | +147.9% | -11.4% | +159.2% | +115.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 3y: compounded portfolio wealth divided by compounded HUM 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…
3y analysis · Full analysis span regression · 6 months rolling