+68.1%
NTAP vs HUBB
-4.0%
+72.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.8% | -0.8% |
| 7D | -16.1% | +0.2% | -16.3% | -16.1% |
| 30D | -15.9% | -8.8% | -7.1% | -13.3% |
| 3M | -1.2% | -12.5% | +11.2% | +2.7% |
| 6M | +70.1% | -14.5% | +84.6% | +76.2% |
| YTD | +77.9% | -0.4% | +78.4% | +66.6% |
| 1Y | +68.1% | -3.4% | +71.6% | +61.9% |
| All | +68.1% | -4.0% | +72.1% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 1y: compounded portfolio wealth divided by compounded HUBB 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…
1y analysis · Full analysis span regression · 6 months rolling