+426.2%
BTSG vs BHP
+58.3%
+367.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -5.3% | -1.3% | -4.9% |
| 7D | -5.8% | -3.7% | -2.1% | -4.6% |
| 30D | 0.0% | -0.8% | +0.8% | +0.1% |
| 3M | -4.5% | +7.6% | -12.1% | -7.0% |
| 6M | +40.0% | +20.8% | +19.2% | +30.6% |
| YTD | +54.6% | +50.8% | +3.8% | +34.6% |
| 1Y | +106.1% | +70.9% | +35.2% | +72.5% |
| All | +426.2% | +58.3% | +367.9% | +326.6% |
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