-12.8%
DT vs BHP
+53.3%
-66.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.0% | -0.1% |
| 7D | +3.1% | -0.5% | +3.6% | +3.2% |
| 30D | -29.5% | -4.5% | -25.0% | -29.2% |
| 3M | -11.7% | -6.9% | -4.8% | -11.2% |
| 6M | +29.0% | -10.6% | +39.6% | +30.3% |
| YTD | +3.4% | +37.2% | -33.8% | -4.7% |
| 1Y | -4.2% | +48.0% | -52.3% | -13.5% |
| 3Y | -12.8% | +52.6% | -65.4% | -24.5% |
| All | -12.8% | +53.3% | -66.2% | -24.5% |
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