+115.6%
DT vs BHP
+185.6%
-70.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.3% | +6.9% | +3.5% |
| 7D | -2.5% | -3.7% | +1.2% | -1.4% |
| 30D | +3.5% | -0.8% | +4.4% | +3.5% |
| 3M | +26.7% | +7.6% | +19.1% | +22.5% |
| 6M | +36.1% | +20.8% | +15.3% | +24.2% |
| YTD | +18.6% | +50.8% | -32.1% | -2.2% |
| 1Y | +7.9% | +70.9% | -63.0% | -16.0% |
| 3Y | +8.6% | +78.0% | -69.4% | -19.5% |
| 5Y | -26.7% | +113.1% | -139.8% | -52.1% |
| All | +115.6% | +185.6% | -70.0% | +4.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling