+9,741.5%
TER vs BHP
+7,239.7%
+2,501.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +3.7% | +9.0% | +10.8% |
| 7D | -5.8% | +3.5% | -9.2% | -7.3% |
| 30D | -38.9% | -4.5% | -34.4% | -37.2% |
| 3M | -35.1% | -6.4% | -28.8% | -32.6% |
| 6M | -31.6% | -0.1% | -31.5% | -30.7% |
| YTD | +27.2% | +43.0% | -15.8% | +9.1% |
| 1Y | +35.2% | +56.5% | -21.3% | +10.9% |
| 3Y | +192.8% | +62.0% | +130.8% | +135.0% |
| 5Y | +72.4% | +130.4% | -58.0% | +12.3% |
| 10Y | +1,001.8% | +349.1% | +652.8% | +395.1% |
| All | +9,741.5% | +7,239.7% | +2,501.8% | +935.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling