+131.1%
NTAP vs HST
+74.0%
+57.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -0.8% | -1.0% | +0.3% | -0.4% |
| 30D | -0.5% | -12.3% | +11.7% | +4.6% |
| 3M | +4.1% | -6.4% | +10.4% | +6.3% |
| 6M | +88.0% | +15.0% | +72.9% | +74.8% |
| YTD | +75.6% | +30.5% | +45.1% | +54.5% |
| 1Y | +58.9% | +35.7% | +23.2% | +37.0% |
| 3Y | +153.6% | +68.4% | +85.2% | +94.1% |
| All | +131.1% | +74.0% | +57.1% | +75.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling