+562.2%
NTAP vs HSY
+128.6%
+433.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.6% |
| 7D | +7.2% | -2.1% | +9.3% | +7.4% |
| 30D | -18.4% | +6.1% | -24.5% | -19.2% |
| 3M | -11.3% | -5.6% | -5.7% | -10.8% |
| 6M | +53.8% | -9.5% | +63.3% | +55.4% |
| YTD | +72.0% | -2.1% | +74.1% | +70.8% |
| 1Y | +68.0% | +0.8% | +67.3% | +65.9% |
| 3Y | +149.5% | -2.1% | +151.6% | +144.0% |
| 5Y | +125.6% | +11.2% | +114.3% | +108.9% |
| All | +562.2% | +128.6% | +433.6% | +411.0% |
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