+210.4%
BHP vs BTG
+385.9%
-175.4%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | 0.0% |
| 7D | +0.9% | +2.4% | -1.5% | +0.4% |
| 30D | +4.0% | +9.5% | -5.5% | +2.2% |
| 3M | +11.3% | +38.5% | -27.2% | +4.5% |
| 6M | +29.3% | +5.6% | +23.7% | +26.9% |
| YTD | +59.2% | +23.9% | +35.3% | +51.4% |
| 1Y | +80.8% | +32.1% | +48.7% | +69.0% |
| 3Y | +88.0% | +103.2% | -15.2% | +59.5% |
| 5Y | +126.6% | +79.7% | +46.9% | +94.5% |
| 10Y | +515.7% | +159.1% | +356.6% | +365.0% |
| All | +210.4% | +385.9% | -175.4% | +59.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling