+18,710.3%
NTAP vs HSY
+2,187.0%
+16,523.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -7.8% | +3.8% | -11.6% | -8.4% |
| 30D | -25.8% | +6.9% | -32.7% | -26.8% |
| 3M | -11.2% | -4.1% | -7.2% | -11.0% |
| 6M | +49.9% | -5.0% | +54.9% | +50.1% |
| YTD | +66.9% | -2.3% | +69.1% | +65.7% |
| 1Y | +58.8% | +6.1% | +52.8% | +55.4% |
| 3Y | +140.8% | -0.7% | +141.5% | +134.9% |
| 5Y | +115.0% | +9.9% | +105.1% | +104.2% |
| 10Y | +570.8% | +127.8% | +443.0% | +450.3% |
| All | +18,710.3% | +2,187.0% | +16,523.4% | +13,887.9% |
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