+19,788.8%
NTAP vs HSY
+2,178.3%
+17,610.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +1.9% |
| 7D | +9.9% | -2.3% | +12.2% | +10.2% |
| 30D | -22.1% | +6.3% | -28.4% | -23.2% |
| 3M | -7.7% | -5.2% | -2.5% | -7.3% |
| 6M | +60.9% | -8.3% | +69.2% | +62.2% |
| YTD | +76.4% | -2.7% | +79.1% | +75.3% |
| 1Y | +69.3% | +0.1% | +69.2% | +67.4% |
| 3Y | +154.6% | -1.0% | +155.7% | +148.5% |
| 5Y | +131.4% | +10.6% | +120.8% | +119.5% |
| 10Y | +600.9% | +127.0% | +473.9% | +475.3% |
| All | +19,788.8% | +2,178.3% | +17,610.5% | +14,698.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling