+308.1%
HUBS vs NTAP
+650.8%
-342.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.5% | -7.7% | -3.2% |
| 7D | -9.0% | +7.4% | -16.4% | -12.2% |
| 30D | +7.2% | -1.4% | +8.6% | +7.4% |
| 3M | +20.9% | +24.6% | -3.7% | +6.7% |
| 6M | -13.0% | +105.9% | -118.9% | -41.0% |
| YTD | -43.8% | +88.5% | -132.4% | -60.5% |
| 1Y | -54.6% | +62.1% | -116.7% | -65.6% |
| 3Y | -58.5% | +169.1% | -227.5% | -76.8% |
| 5Y | -66.4% | +141.9% | -208.3% | -80.3% |
| All | +308.1% | +650.8% | -342.7% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 10y: compounded portfolio wealth divided by compounded NTAP 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…
10y analysis · Full analysis span regression · 6 months rolling