+117.6%
DT vs BHP
+195.7%
-78.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -3.3% | -2.9% | -0.4% | -2.3% |
| 30D | +2.0% | +3.4% | -1.3% | +0.7% |
| 3M | +20.0% | +4.1% | +15.9% | +17.5% |
| 6M | +39.3% | +20.6% | +18.7% | +27.4% |
| YTD | +19.8% | +56.1% | -36.3% | -2.3% |
| 1Y | +4.3% | +69.6% | -65.3% | -18.3% |
| 3Y | +7.7% | +78.8% | -71.1% | -19.9% |
| 5Y | -26.8% | +113.1% | -139.9% | -51.9% |
| All | +117.6% | +195.7% | -78.1% | +4.1% |
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