+124.8%
NTAP vs HUBB
+148.7%
-23.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -1.4% |
| 7D | +2.2% | +1.1% | +1.1% | +1.7% |
| 30D | -7.0% | -9.6% | +2.6% | -2.9% |
| 3M | +12.3% | -6.2% | +18.5% | +14.4% |
| 6M | +85.1% | -6.2% | +91.3% | +87.1% |
| YTD | +74.8% | +3.4% | +71.4% | +68.1% |
| 1Y | +52.7% | +5.3% | +47.4% | +45.1% |
| 3Y | +147.7% | +44.4% | +103.3% | +101.5% |
| 5Y | +124.8% | +152.4% | -27.6% | +35.4% |
| All | +124.8% | +148.7% | -23.9% | +35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling