+739.0%
HUT vs NTAP
+148.7%
+590.3%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.1% | +6.1% | +6.1% |
| 7D | +17.8% | -0.8% | +18.5% | +18.3% |
| 30D | +0.8% | -0.5% | +1.4% | +0.6% |
| 3M | -26.8% | +4.1% | -30.9% | -29.2% |
| 6M | +72.6% | +88.0% | -15.4% | +9.5% |
| YTD | +103.6% | +75.6% | +28.1% | +34.3% |
| 1Y | +265.3% | +58.9% | +206.4% | +163.0% |
| All | +739.0% | +148.7% | +590.3% | +442.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling