+995.4%
TER vs BHP
+333.8%
+661.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.3% | -4.1% | -4.6% |
| 7D | +14.4% | -0.5% | +14.9% | +15.0% |
| 30D | -30.6% | -4.5% | -26.0% | -28.1% |
| 3M | -39.2% | -6.9% | -32.3% | -36.0% |
| 6M | -31.3% | -10.6% | -20.7% | -25.3% |
| YTD | +29.1% | +37.2% | -8.1% | +10.6% |
| 1Y | +47.4% | +48.0% | -0.6% | +21.2% |
| 3Y | +191.2% | +52.6% | +138.7% | +132.5% |
| 5Y | +74.0% | +116.5% | -42.5% | +9.7% |
| All | +995.4% | +333.8% | +661.7% | +378.5% |
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 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