+19,691.7%
NTAP vs BHP
+3,240.9%
+16,450.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.5% | +0.3% |
| 7D | -0.8% | -2.9% | +2.1% | +0.5% |
| 30D | -0.5% | +3.4% | -3.9% | -2.3% |
| 3M | +4.1% | +4.1% | 0.0% | +1.5% |
| 6M | +88.0% | +20.6% | +67.4% | +70.4% |
| YTD | +75.6% | +56.1% | +19.5% | +41.7% |
| 1Y | +58.9% | +69.6% | -10.7% | +23.3% |
| 3Y | +153.6% | +78.8% | +74.8% | +88.0% |
| 5Y | +127.6% | +113.1% | +14.6% | +50.2% |
| 10Y | +580.4% | +505.9% | +74.5% | +171.1% |
| All | +19,691.7% | +3,240.9% | +16,450.8% | +2,390.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling