+19,285.3%
NTAP vs BHP
+2,837.1%
+16,448.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.3% | -2.0% |
| 7D | +7.2% | -0.5% | +7.7% | +7.4% |
| 30D | -18.4% | -4.5% | -13.8% | -16.7% |
| 3M | -11.3% | -6.9% | -4.4% | -8.9% |
| 6M | +53.8% | -10.6% | +64.3% | +59.6% |
| YTD | +72.0% | +37.2% | +34.8% | +46.5% |
| 1Y | +68.0% | +48.0% | +20.0% | +38.4% |
| 3Y | +149.5% | +52.6% | +96.9% | +98.3% |
| 5Y | +125.6% | +116.5% | +9.1% | +47.9% |
| 10Y | +583.1% | +334.9% | +248.2% | +214.5% |
| All | +19,285.3% | +2,837.1% | +16,448.3% | +2,475.6% |
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