+66.9%
T vs BHP
+498.2%
-431.3%
-39.4%
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% | +2.6% |
| 7D | -2.4% | -3.7% | +1.3% | -1.8% |
| 30D | +4.3% | -0.8% | +5.1% | +4.3% |
| 3M | +11.6% | +7.6% | +4.0% | +9.3% |
| 6M | -5.6% | +20.8% | -26.4% | -10.2% |
| YTD | +6.6% | +50.8% | -44.2% | -4.0% |
| 1Y | -8.4% | +70.9% | -79.3% | -20.0% |
| 3Y | +107.8% | +78.0% | +29.8% | +75.9% |
| 5Y | +68.3% | +113.1% | -44.8% | +30.8% |
| All | +66.9% | +498.2% | -431.3% | -3.8% |
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