-5.7%
DT vs BHP
+53.4%
-59.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -0.4% |
| 7D | -25.5% | -2.5% | -23.0% | -25.7% |
| 30D | -22.3% | -7.7% | -14.6% | -23.0% |
| 3M | +2.3% | -6.4% | +8.7% | +1.5% |
| 6M | +20.7% | +5.2% | +15.6% | +22.5% |
| YTD | +7.9% | +38.3% | -30.4% | +12.7% |
| 1Y | -5.7% | +53.4% | -59.1% | -0.7% |
| All | -5.7% | +53.4% | -59.2% | -0.7% |
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