+572.0%
NTAP vs HAS
+101.4%
+470.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | -15.1% | -0.2% | -14.9% | -15.0% |
| 30D | -28.1% | +31.0% | -59.1% | -34.3% |
| 3M | -11.4% | +30.7% | -42.1% | -19.2% |
| 6M | +52.2% | +23.9% | +28.3% | +40.6% |
| YTD | +60.4% | +48.3% | +12.1% | +38.4% |
| 1Y | +51.0% | +60.2% | -9.2% | +26.8% |
| 3Y | +135.6% | +189.2% | -53.7% | +58.2% |
| 5Y | +107.5% | +50.4% | +57.1% | +70.6% |
| All | +572.0% | +101.4% | +470.6% | +385.8% |
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