-69.4%
BTDR vs BHP
+53.4%
-122.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.6% | -8.2% | -8.8% |
| 7D | -17.6% | -2.5% | -15.0% | -15.1% |
| 30D | -40.3% | -7.7% | -32.6% | -34.0% |
| 3M | -42.6% | -6.4% | -36.2% | -37.5% |
| 6M | -46.3% | +5.2% | -51.5% | -48.9% |
| YTD | -41.7% | +38.3% | -80.1% | -55.8% |
| 1Y | -69.4% | +53.4% | -122.8% | -77.9% |
| All | -69.4% | +53.4% | -122.8% | -77.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling