+562.2%
NTAP vs HUBB
+381.1%
+181.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.4% |
| 7D | +7.2% | +1.8% | +5.4% | +6.3% |
| 30D | -18.4% | -7.7% | -10.7% | -14.9% |
| 3M | -11.3% | -13.6% | +2.2% | -4.3% |
| 6M | +53.8% | -9.1% | +62.9% | +60.0% |
| YTD | +72.0% | -0.7% | +72.7% | +68.3% |
| 1Y | +68.0% | +1.1% | +67.0% | +62.8% |
| 3Y | +149.5% | +56.2% | +93.3% | +85.6% |
| 5Y | +125.6% | +126.6% | -1.0% | +29.9% |
| All | +562.2% | +381.1% | +181.1% | +160.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling