+127.9%
NTAP vs HST
+82.3%
+45.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.5% | -2.5% |
| 7D | +7.2% | +3.6% | +3.6% | +5.6% |
| 30D | -18.4% | +11.2% | -29.6% | -21.8% |
| 3M | -11.3% | +13.1% | -24.4% | -15.7% |
| 6M | +53.8% | +23.9% | +29.8% | +39.4% |
| YTD | +72.0% | +52.3% | +19.7% | +42.0% |
| 1Y | +68.0% | +56.7% | +11.4% | +36.8% |
| 3Y | +149.5% | +87.5% | +62.0% | +83.0% |
| All | +127.9% | +82.3% | +45.7% | +65.9% |
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 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