-27.5%
TER vs BHP
-2.5%
-25.0%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.2% | +7.1% | +6.9% |
| 7D | +5.9% | +2.4% | +3.5% | +3.7% |
| 30D | -30.8% | -5.4% | -25.4% | -26.0% |
| 3M | -29.9% | -6.9% | -23.1% | -24.4% |
| 6M | -27.5% | -4.3% | -23.1% | -25.5% |
| All | -27.5% | -2.5% | -25.0% | -25.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling