+19,691.7%
NTAP vs HUBB
+3,380.5%
+16,311.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | -0.8% | +0.5% | -1.3% | -1.1% |
| 30D | -0.5% | -10.0% | +9.5% | +5.9% |
| 3M | +4.1% | -4.8% | +8.8% | +6.0% |
| 6M | +88.0% | -5.6% | +93.5% | +90.0% |
| YTD | +75.6% | +4.7% | +70.9% | +65.8% |
| 1Y | +58.9% | +6.7% | +52.2% | +47.7% |
| 3Y | +153.6% | +45.8% | +107.8% | +86.2% |
| 5Y | +127.6% | +145.9% | -18.3% | +14.9% |
| 10Y | +580.4% | +418.6% | +161.8% | +99.1% |
| All | +19,691.7% | +3,380.5% | +16,311.3% | +1,012.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling