+2,265.7%
TECK vs BHP
+2,612.4%
-346.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.4% | +2.4% |
| 7D | +7.8% | +1.3% | +6.5% | +6.4% |
| 30D | +8.3% | +4.0% | +4.3% | +4.0% |
| 3M | +16.1% | +12.3% | +3.8% | +3.0% |
| 6M | +42.9% | +30.8% | +12.0% | +8.9% |
| YTD | +50.8% | +58.8% | -8.0% | -5.7% |
| 1Y | +106.1% | +76.8% | +29.2% | +14.7% |
| 3Y | +84.0% | +87.5% | -3.4% | -4.3% |
| 5Y | +223.5% | +123.9% | +99.6% | +39.0% |
| 10Y | +378.1% | +504.4% | -126.3% | -21.0% |
| All | +2,265.7% | +2,612.4% | -346.6% | +411.4% |
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