+568.7%
NTAP vs HSY
+130.0%
+438.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.9% | -0.8% |
| 7D | -1.0% | -0.4% | -0.5% | -0.9% |
| 30D | -7.5% | -3.4% | -4.0% | -7.1% |
| 3M | +14.6% | -0.5% | +15.1% | +14.5% |
| 6M | +91.0% | -19.1% | +110.2% | +97.1% |
| YTD | +73.7% | -2.1% | +75.8% | +72.8% |
| 1Y | +51.2% | -3.2% | +54.5% | +50.6% |
| 3Y | +146.1% | -8.8% | +154.9% | +145.7% |
| 5Y | +122.8% | +13.0% | +109.9% | +105.7% |
| All | +568.7% | +130.0% | +438.7% | +424.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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