+468.7%
BTSG vs BHP
+66.7%
+402.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.7% | +1.3% | +2.5% |
| 7D | +5.7% | +1.3% | +4.5% | +5.3% |
| 30D | +0.2% | +4.0% | -3.8% | -1.2% |
| 3M | +5.6% | +12.3% | -6.7% | +1.4% |
| 6M | +50.8% | +30.8% | +20.0% | +37.1% |
| YTD | +67.0% | +58.8% | +8.3% | +43.0% |
| 1Y | +145.5% | +76.8% | +68.7% | +103.1% |
| All | +468.7% | +66.7% | +402.0% | +353.3% |
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