+459.8%
NTAP vs USHY
+49.7%
+410.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | 0.0% | +8.5% | +8.5% |
| 7D | +7.4% | -0.7% | +8.1% | +8.9% |
| 30D | -1.4% | -0.7% | -0.7% | 0.0% |
| 3M | +24.6% | +0.1% | +24.5% | +24.5% |
| 6M | +105.9% | +1.8% | +104.1% | +99.0% |
| YTD | +88.5% | +1.8% | +86.7% | +82.3% |
| 1Y | +62.1% | +3.3% | +58.8% | +52.4% |
| 3Y | +169.1% | +27.0% | +142.1% | +72.3% |
| 5Y | +141.9% | +21.0% | +120.9% | +74.1% |
| All | +459.8% | +49.7% | +410.1% | +174.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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