+569.6%
NTAP vs HAS
+56.8%
+512.8%
-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% | +0.6% | +0.3% |
| 7D | -0.8% | -1.8% | +1.0% | -0.2% |
| 30D | -0.5% | +2.3% | -2.8% | -1.4% |
| 3M | +4.1% | +10.4% | -6.3% | +0.3% |
| 6M | +88.0% | -3.2% | +91.2% | +87.8% |
| YTD | +75.6% | +15.4% | +60.2% | +65.0% |
| 1Y | +58.9% | +18.8% | +40.1% | +47.6% |
| 3Y | +153.6% | +43.9% | +109.6% | +115.1% |
| 5Y | +127.6% | +13.9% | +113.8% | +105.2% |
| All | +569.6% | +56.8% | +512.8% | +437.2% |
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