+124.2%
NTAP vs USHY
+21.5%
+102.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.0% |
| 7D | +2.2% | -0.1% | +2.3% | +2.5% |
| 30D | -7.0% | 0.0% | -7.0% | -6.9% |
| 3M | +12.3% | +0.8% | +11.5% | +10.6% |
| 6M | +85.1% | +1.9% | +83.2% | +78.9% |
| YTD | +74.8% | +2.3% | +72.5% | +68.0% |
| 1Y | +52.7% | +4.1% | +48.5% | +42.1% |
| 3Y | +147.7% | +27.8% | +119.9% | +67.2% |
| All | +124.2% | +21.5% | +102.7% | +77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling