+1,622.6%
T vs BHP
+6,941.2%
-5,318.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.3% |
| 7D | +2.5% | -0.5% | +3.0% | +2.6% |
| 30D | -3.8% | -4.5% | +0.8% | -3.0% |
| 3M | -8.7% | -6.9% | -1.9% | -7.8% |
| 6M | -8.1% | -10.6% | +2.4% | -6.9% |
| YTD | -6.4% | +37.2% | -43.6% | -13.9% |
| 1Y | -9.8% | +48.0% | -57.8% | -18.3% |
| 3Y | +65.5% | +52.6% | +12.9% | +46.3% |
| 5Y | +57.0% | +116.5% | -59.5% | +25.8% |
| 10Y | +60.8% | +334.9% | -274.1% | +7.4% |
| All | +1,622.6% | +6,941.2% | -5,318.6% | +586.0% |
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