+68.1%
NTAP vs HST
+76.4%
-8.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.8% |
| 7D | -16.1% | +3.3% | -19.4% | -16.5% |
| 30D | -15.9% | +16.4% | -32.3% | -17.6% |
| 3M | -1.2% | +5.5% | -6.7% | -1.6% |
| 6M | +70.1% | +31.1% | +38.9% | +58.6% |
| YTD | +77.9% | +55.9% | +22.0% | +56.2% |
| 1Y | +68.1% | +75.6% | -7.5% | +43.9% |
| All | +68.1% | +76.4% | -8.3% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 1y: compounded portfolio wealth divided by compounded HST 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…
1y analysis · Full analysis span regression · 6 months rolling