+151.9%
NTAP vs BHP
+58.3%
+93.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.2% | +2.9% | +3.7% |
| 7D | -2.4% | +2.4% | -4.8% | -3.1% |
| 30D | -23.4% | -5.4% | -18.1% | -22.1% |
| 3M | -7.5% | -6.9% | -0.7% | -5.8% |
| 6M | +56.4% | -4.3% | +60.7% | +57.2% |
| YTD | +73.6% | +41.6% | +32.0% | +51.3% |
| 1Y | +68.4% | +53.3% | +15.1% | +42.4% |
| All | +151.9% | +58.3% | +93.6% | +106.9% |
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