+1,802.9%
TER vs BHP
+498.2%
+1,304.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.3% | +1.8% | -0.2% |
| 7D | +9.4% | -3.7% | +13.1% | +12.0% |
| 30D | -2.4% | -0.8% | -1.6% | -2.3% |
| 3M | +6.5% | +7.6% | -1.1% | +2.0% |
| 6M | +23.2% | +20.8% | +2.4% | +11.4% |
| YTD | +91.5% | +50.8% | +40.7% | +53.7% |
| 1Y | +214.8% | +70.9% | +143.9% | +136.3% |
| 3Y | +275.3% | +78.0% | +197.3% | +171.3% |
| 5Y | +211.9% | +113.1% | +98.8% | +96.2% |
| All | +1,802.9% | +498.2% | +1,304.7% | +652.6% |
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