+124.8%
NTAP vs BHP
+126.1%
-1.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.4% |
| 7D | +2.2% | +0.9% | +1.3% | +1.9% |
| 30D | -7.0% | +4.0% | -11.1% | -8.4% |
| 3M | +12.3% | +11.3% | +1.1% | +7.8% |
| 6M | +85.1% | +29.3% | +55.8% | +68.3% |
| YTD | +74.8% | +59.2% | +15.6% | +47.4% |
| 1Y | +52.7% | +80.8% | -28.2% | +23.0% |
| 3Y | +147.7% | +88.0% | +59.7% | +91.6% |
| 5Y | +124.8% | +126.6% | -1.9% | +64.0% |
| All | +124.8% | +126.1% | -1.3% | +64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling