-48.5%
TE vs BHP
+187.5%
-236.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +1.7% | +8.3% | +9.1% |
| 7D | +18.2% | +1.3% | +17.0% | +17.5% |
| 30D | -13.5% | +4.0% | -17.5% | -15.2% |
| 3M | -44.6% | +12.3% | -56.9% | -47.2% |
| 6M | -24.7% | +30.8% | -55.5% | -32.6% |
| YTD | -24.3% | +58.8% | -83.0% | -37.4% |
| 1Y | +155.6% | +76.8% | +78.7% | +103.5% |
| 3Y | -18.3% | +87.5% | -105.7% | -35.4% |
| 5Y | -41.3% | +123.9% | -165.2% | -53.9% |
| All | -48.5% | +187.5% | -236.0% | -59.8% |
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 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