+155.3%
NTAP vs BHP
+81.1%
+74.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.4% |
| 7D | +3.3% | +1.3% | +2.0% | +2.9% |
| 30D | -0.2% | +4.0% | -4.2% | -1.6% |
| 3M | +11.4% | +12.3% | -0.9% | +6.7% |
| 6M | +88.7% | +30.8% | +57.9% | +71.2% |
| YTD | +78.9% | +58.8% | +20.2% | +50.9% |
| 1Y | +58.8% | +76.8% | -18.0% | +28.6% |
| All | +155.3% | +81.1% | +74.2% | +92.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling