+23.3%
BTDR vs BHP
+87.1%
-63.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.8% |
| 7D | +14.8% | +0.9% | +13.9% | +14.2% |
| 30D | +41.8% | +4.0% | +37.8% | +39.1% |
| 3M | -29.2% | +11.3% | -40.4% | -32.7% |
| 6M | +66.2% | +29.3% | +36.8% | +48.4% |
| YTD | +10.0% | +59.2% | -49.2% | -9.9% |
| 1Y | -11.0% | +80.8% | -91.8% | -30.6% |
| 3Y | +6.9% | +88.0% | -81.1% | -16.9% |
| 5Y | +24.7% | +126.6% | -102.0% | -3.1% |
| All | +23.3% | +87.1% | -63.8% | -5.3% |
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