+10.8%
BTDR vs BHP
+72.0%
-61.2%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -5.3% | -1.2% | -0.2% |
| 7D | -3.2% | -3.7% | +0.5% | +1.3% |
| 30D | +32.7% | -0.8% | +33.5% | +34.8% |
| 3M | -28.4% | +7.6% | -36.0% | -33.6% |
| 6M | +51.7% | +20.8% | +30.9% | +25.5% |
| YTD | +2.9% | +50.8% | -47.9% | -33.6% |
| 1Y | -15.5% | +70.9% | -86.4% | -52.6% |
| All | +10.8% | +72.0% | -61.2% | -42.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling