+219.1%
TER vs BHP
+121.9%
+97.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.5% | +3.0% |
| 7D | +11.0% | +1.3% | +9.7% | +10.0% |
| 30D | -1.9% | +4.0% | -5.8% | -4.8% |
| 3M | -0.7% | +12.3% | -13.0% | -8.0% |
| 6M | +36.4% | +30.8% | +5.5% | +16.4% |
| YTD | +92.4% | +58.8% | +33.7% | +48.4% |
| 1Y | +213.5% | +76.8% | +136.7% | +128.8% |
| 3Y | +277.2% | +87.5% | +189.8% | +162.1% |
| 5Y | +219.1% | +123.9% | +95.2% | +115.3% |
| All | +219.1% | +121.9% | +97.2% | +115.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling