+220.1%
HUT vs NTAP
+255.3%
-35.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.5% | -4.6% | -5.5% |
| 7D | +9.3% | +7.2% | +2.1% | +4.9% |
| 30D | -23.1% | -18.4% | -4.7% | -11.4% |
| 3M | -30.6% | -11.3% | -19.3% | -24.0% |
| 6M | -46.9% | +53.8% | -100.6% | -60.6% |
| YTD | +25.3% | +72.0% | -46.7% | -15.5% |
| 1Y | +59.8% | +68.0% | -8.2% | +9.3% |
| 3Y | +467.2% | +149.5% | +317.7% | +200.2% |
| 5Y | -24.6% | +125.6% | -150.2% | -56.7% |
| All | +220.1% | +255.3% | -35.2% | +58.5% |
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