+568.7%
NTAP vs BHP
+498.2%
+70.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.3% | +4.7% | +1.6% |
| 7D | -1.0% | -3.7% | +2.8% | +0.5% |
| 30D | -7.5% | -0.8% | -6.6% | -7.5% |
| 3M | +14.6% | +7.6% | +7.0% | +10.1% |
| 6M | +91.0% | +20.8% | +70.2% | +73.3% |
| YTD | +73.7% | +50.8% | +22.9% | +42.2% |
| 1Y | +51.2% | +70.9% | -19.7% | +16.8% |
| 3Y | +146.1% | +78.0% | +68.1% | +81.5% |
| 5Y | +122.8% | +113.1% | +9.8% | +43.9% |
| All | +568.7% | +498.2% | +70.5% | +175.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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