+10,532.9%
TER vs BHP
+7,168.8%
+3,364.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.2% | +7.1% | +7.7% |
| 7D | +5.9% | +2.4% | +3.5% | +5.0% |
| 30D | -30.8% | -5.4% | -25.4% | -28.4% |
| 3M | -29.9% | -6.9% | -23.1% | -27.0% |
| 6M | -27.5% | -4.3% | -23.1% | -24.8% |
| YTD | +37.5% | +41.6% | -4.2% | +18.5% |
| 1Y | +50.3% | +53.3% | -3.1% | +24.6% |
| 3Y | +204.9% | +58.4% | +146.5% | +147.6% |
| 5Y | +89.2% | +121.3% | -32.1% | +25.8% |
| 10Y | +1,077.0% | +349.0% | +728.0% | +429.3% |
| All | +10,532.9% | +7,168.8% | +3,364.0% | +1,024.2% |
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