+433.3%
HUT vs NTAP
+261.1%
+172.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.3% | -1.3% | -2.2% |
| 7D | +18.9% | +2.2% | +16.7% | +17.5% |
| 30D | +12.0% | -7.0% | +19.0% | +16.9% |
| 3M | -14.9% | +12.3% | -27.2% | -22.2% |
| 6M | +96.8% | +85.1% | +11.7% | +25.6% |
| YTD | +108.8% | +74.8% | +34.0% | +36.8% |
| 1Y | +227.4% | +52.7% | +174.7% | +137.2% |
| 3Y | +760.3% | +147.7% | +612.6% | +349.9% |
| 5Y | +86.1% | +124.8% | -38.7% | +5.0% |
| All | +433.3% | +261.1% | +172.3% | +156.8% |
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