+19,691.8%
NTAP vs HSY
+2,176.4%
+17,515.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.3% |
| 7D | -0.8% | -3.3% | +2.5% | -0.2% |
| 30D | -0.5% | -2.8% | +2.3% | -0.1% |
| 3M | +4.1% | -4.5% | +8.6% | +4.6% |
| 6M | +88.0% | -24.2% | +112.2% | +96.2% |
| YTD | +75.6% | -2.7% | +78.3% | +75.1% |
| 1Y | +58.9% | -3.7% | +62.7% | +58.6% |
| 3Y | +153.6% | -11.5% | +165.0% | +153.6% |
| 5Y | +127.6% | +10.3% | +117.3% | +116.7% |
| 10Y | +580.4% | +122.1% | +458.3% | +462.4% |
| All | +19,691.8% | +2,176.4% | +17,515.3% | +14,681.8% |
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