+576.6%
NTAP vs HAS
+106.1%
+470.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.7% | +2.4% | +3.5% |
| 7D | -5.0% | +2.2% | -7.1% | -5.6% |
| 30D | -25.8% | +29.6% | -55.3% | -31.9% |
| 3M | -6.9% | +30.3% | -37.2% | -14.9% |
| 6M | +50.0% | +25.6% | +24.4% | +37.9% |
| YTD | +66.9% | +50.8% | +16.1% | +43.3% |
| 1Y | +58.3% | +63.0% | -4.8% | +32.2% |
| 3Y | +145.1% | +211.6% | -66.4% | +60.6% |
| 5Y | +114.2% | +50.4% | +63.8% | +76.1% |
| 10Y | +576.6% | +101.9% | +474.7% | +389.0% |
| All | +576.6% | +106.1% | +470.5% | +389.0% |
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