+62.5%
T vs BHP
+339.3%
-276.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | 0.0% |
| 7D | +1.6% | +2.5% | -0.8% | +1.2% |
| 30D | -2.9% | -5.2% | +2.3% | -2.1% |
| 3M | -7.5% | -8.7% | +1.2% | -6.2% |
| 6M | -9.9% | -6.9% | -3.1% | -9.5% |
| YTD | -6.4% | +39.0% | -45.4% | -14.7% |
| 1Y | -9.4% | +48.9% | -58.3% | -18.8% |
| 3Y | +64.9% | +55.4% | +9.5% | +43.4% |
| 5Y | +57.0% | +119.2% | -62.3% | +19.4% |
| All | +62.5% | +339.3% | -276.8% | -1.7% |
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 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