+143.4%
NTAP vs HUM
+6.5%
+136.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.3% | +6.3% | +8.4% |
| 7D | +7.4% | +2.1% | +5.3% | +7.3% |
| 30D | -1.4% | +5.4% | -6.8% | -1.6% |
| 3M | +24.6% | +11.4% | +13.1% | +23.9% |
| 6M | +105.9% | +141.5% | -35.6% | +97.8% |
| YTD | +88.5% | +61.2% | +27.3% | +83.9% |
| 1Y | +62.1% | +49.2% | +12.9% | +58.5% |
| 3Y | +169.1% | -9.0% | +178.1% | +167.1% |
| All | +143.4% | +6.5% | +136.8% | +128.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling