-65.8%
TEAM vs BHP
+123.5%
-189.3%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.4% | +2.3% |
| 7D | -19.7% | +2.4% | -22.1% | -20.3% |
| 30D | -26.6% | -5.4% | -21.2% | -25.6% |
| 3M | -1.1% | -6.9% | +5.8% | +0.3% |
| 6M | +74.6% | -4.3% | +78.9% | +74.6% |
| YTD | -6.0% | +41.6% | -47.6% | -21.0% |
| 1Y | -3.2% | +53.3% | -56.5% | -21.5% |
| 3Y | -13.5% | +58.4% | -71.9% | -32.9% |
| All | -65.8% | +123.5% | -189.3% | -77.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling