+135.6%
NTAP vs HST
+77.0%
+58.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -15.1% | -2.7% | -12.4% | -13.9% |
| 30D | -28.1% | +10.7% | -38.8% | -30.7% |
| 3M | -11.4% | +6.3% | -17.7% | -13.5% |
| 6M | +52.2% | +19.0% | +33.2% | +40.3% |
| YTD | +60.4% | +47.0% | +13.4% | +33.3% |
| 1Y | +51.0% | +53.4% | -2.4% | +22.7% |
| 3Y | +135.6% | +78.0% | +57.6% | +86.2% |
| All | +135.6% | +77.0% | +58.5% | +86.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling