+410.6%
NTAP vs USHY
+48.0%
+362.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.3% |
| 7D | +7.2% | -0.4% | +7.6% | +8.1% |
| 30D | -18.4% | +0.6% | -19.0% | -19.2% |
| 3M | -11.3% | -2.0% | -9.3% | -7.5% |
| 6M | +53.8% | -0.5% | +54.3% | +55.9% |
| YTD | +72.0% | +0.6% | +71.4% | +70.5% |
| 1Y | +68.0% | +2.1% | +65.9% | +61.8% |
| 3Y | +149.5% | +25.3% | +124.2% | +64.3% |
| 5Y | +125.6% | +19.7% | +105.9% | +66.2% |
| All | +410.6% | +48.0% | +362.7% | +156.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling