+127.8%
NTAP vs BHP
+123.5%
+4.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -22.0% |
| 3M | -7.5% | -6.9% | -0.7% | -5.7% |
| 6M | +56.4% | -4.3% | +60.7% | +57.4% |
| YTD | +73.6% | +41.6% | +32.0% | +51.6% |
| 1Y | +68.4% | +53.3% | +15.1% | +42.9% |
| 3Y | +150.6% | +58.4% | +92.2% | +104.4% |
| All | +127.8% | +123.5% | +4.2% | +66.3% |
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 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