+68.0%
NTAP vs BHP
+46.1%
+21.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.3% | -2.2% |
| 7D | +7.2% | -0.5% | +7.7% | +7.3% |
| 30D | -18.4% | -4.5% | -13.8% | -17.5% |
| 3M | -11.3% | -6.9% | -4.4% | -10.2% |
| 6M | +53.8% | -10.6% | +64.3% | +56.4% |
| YTD | +72.0% | +37.2% | +34.8% | +53.7% |
| 1Y | +68.0% | +48.0% | +20.0% | +44.3% |
| All | +68.0% | +46.1% | +21.9% | +44.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling