+1,901.3%
T vs BHP
+7,619.7%
-5,718.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.0% |
| 7D | +1.5% | -3.6% | +5.1% | +2.2% |
| 30D | +7.5% | -1.2% | +8.6% | +7.6% |
| 3M | +14.8% | +1.2% | +13.6% | +14.0% |
| 6M | -1.7% | +21.4% | -23.2% | -6.6% |
| YTD | +8.7% | +50.4% | -41.7% | -1.5% |
| 1Y | -7.5% | +67.5% | -75.0% | -18.2% |
| 3Y | +110.2% | +72.8% | +37.4% | +81.5% |
| 5Y | +71.6% | +112.6% | -41.0% | +38.5% |
| 10Y | +74.5% | +481.7% | -407.2% | +10.1% |
| All | +1,901.3% | +7,619.7% | -5,718.4% | +684.6% |
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