+349.0%
TECK vs BHP
+496.8%
-147.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +1.1% |
| 7D | -3.8% | -3.6% | -0.2% | +0.1% |
| 30D | +0.7% | -1.2% | +1.9% | +2.0% |
| 3M | +4.6% | +1.2% | +3.4% | +3.3% |
| 6M | +25.1% | +21.4% | +3.7% | +2.3% |
| YTD | +39.2% | +50.4% | -11.2% | -9.4% |
| 1Y | +60.3% | +67.5% | -7.2% | -7.2% |
| 3Y | +62.9% | +72.8% | -9.9% | -10.2% |
| 5Y | +181.5% | +112.6% | +68.9% | +21.4% |
| All | +349.0% | +496.8% | -147.8% | -28.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling