-7.5%
T vs BHP
+70.6%
-78.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.0% |
| 7D | +1.5% | -3.6% | +5.1% | +1.2% |
| 30D | +7.5% | -1.2% | +8.6% | +7.4% |
| 3M | +14.8% | +1.2% | +13.6% | +15.2% |
| 6M | -1.7% | +21.4% | -23.2% | -0.3% |
| YTD | +8.7% | +50.4% | -41.7% | +10.0% |
| 1Y | -7.5% | +67.5% | -75.0% | -6.3% |
| All | -7.5% | +70.6% | -78.1% | -6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling