+589.7%
NTAP vs HST
+143.8%
+445.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.6% | +4.6% | +4.3% |
| 7D | -2.4% | -1.3% | -1.2% | -1.8% |
| 30D | -23.4% | +13.4% | -36.8% | -27.2% |
| 3M | -7.5% | +16.7% | -24.2% | -13.2% |
| 6M | +56.4% | +24.0% | +32.4% | +42.3% |
| YTD | +73.6% | +54.0% | +19.7% | +44.1% |
| 1Y | +68.4% | +55.0% | +13.4% | +39.2% |
| 3Y | +150.6% | +89.3% | +61.2% | +87.6% |
| 5Y | +122.5% | +85.4% | +37.0% | +63.5% |
| 10Y | +589.7% | +137.1% | +452.6% | +381.5% |
| All | +589.7% | +143.8% | +445.9% | +381.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling