+58.8%
NTAP vs HST
+36.9%
+21.9%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +3.3% | +2.0% | +1.3% | +2.8% |
| 30D | -0.2% | -5.2% | +5.0% | +0.8% |
| 3M | +11.4% | -6.2% | +17.6% | +12.2% |
| 6M | +88.7% | +20.4% | +68.2% | +72.6% |
| YTD | +78.9% | +30.6% | +48.3% | +59.1% |
| 1Y | +58.8% | +37.4% | +21.5% | +36.6% |
| All | +58.8% | +36.9% | +21.9% | +36.6% |
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