+43.2%
TER vs BHP
+53.4%
-10.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.6% | -9.4% | -9.9% |
| 7D | -19.9% | -2.5% | -17.3% | -17.6% |
| 30D | -43.5% | -7.7% | -35.8% | -37.8% |
| 3M | -37.8% | -6.4% | -31.4% | -33.6% |
| 6M | -25.6% | +5.2% | -30.7% | -31.8% |
| YTD | +29.8% | +38.3% | -8.5% | -14.9% |
| 1Y | +43.2% | +53.4% | -10.2% | -22.3% |
| All | +43.2% | +53.4% | -10.3% | -22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling