+562.9%
NTAP vs HAS
+102.4%
+460.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.8% | -0.3% |
| 7D | -7.8% | +3.3% | -11.0% | -8.7% |
| 30D | -25.8% | +30.5% | -56.3% | -32.1% |
| 3M | -11.2% | +29.9% | -41.1% | -18.8% |
| 6M | +49.9% | +26.5% | +23.4% | +37.5% |
| YTD | +66.9% | +51.9% | +14.9% | +42.9% |
| 1Y | +58.8% | +60.9% | -2.1% | +33.3% |
| 3Y | +140.8% | +215.0% | -74.2% | +57.3% |
| 5Y | +115.0% | +51.5% | +63.5% | +76.3% |
| All | +562.9% | +102.4% | +460.5% | +381.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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