+431.3%
NTAP vs USHY
+50.7%
+380.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +2.0% |
| 7D | +3.3% | 0.0% | +3.2% | +3.2% |
| 30D | -0.2% | 0.0% | -0.2% | -0.2% |
| 3M | +11.4% | +1.2% | +10.2% | +8.9% |
| 6M | +88.7% | +2.6% | +86.1% | +79.3% |
| YTD | +78.9% | +2.4% | +76.5% | +70.8% |
| 1Y | +58.8% | +4.2% | +54.6% | +46.6% |
| 3Y | +153.5% | +28.0% | +125.5% | +59.7% |
| 5Y | +136.7% | +21.8% | +114.9% | +68.3% |
| All | +431.3% | +50.7% | +380.6% | +157.2% |
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