+476.4%
BHP vs BTG
+159.3%
+317.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -3.6% | -3.8% | +0.1% | -2.8% |
| 30D | -1.2% | +3.6% | -4.8% | -2.1% |
| 3M | +1.2% | +32.0% | -30.8% | -5.6% |
| 6M | +21.4% | +3.4% | +18.0% | +19.0% |
| YTD | +50.4% | +20.8% | +29.6% | +41.8% |
| 1Y | +67.5% | +22.4% | +45.1% | +56.2% |
| 3Y | +72.8% | +91.7% | -18.9% | +42.1% |
| 5Y | +112.6% | +79.0% | +33.6% | +75.6% |
| All | +476.4% | +159.3% | +317.2% | +348.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling