-28.4%
DT vs BHP
+126.1%
-154.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -0.5% | +0.9% | -1.4% | -0.8% |
| 30D | +0.1% | +4.0% | -4.0% | -1.1% |
| 3M | +24.1% | +11.3% | +12.9% | +20.2% |
| 6M | +30.1% | +29.3% | +0.8% | +19.5% |
| YTD | +16.8% | +59.2% | -42.5% | -0.9% |
| 1Y | -0.1% | +80.8% | -80.9% | -19.2% |
| 3Y | +6.8% | +88.0% | -81.1% | -17.2% |
| 5Y | -28.4% | +126.6% | -155.0% | -49.7% |
| All | -28.4% | +126.1% | -154.5% | -49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling