-25.1%
TGT vs BHP
+110.7%
-135.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -5.2% | -3.6% | -1.6% | -4.3% |
| 30D | +1.2% | -1.2% | +2.4% | +1.4% |
| 3M | +18.4% | +1.2% | +17.2% | +17.3% |
| 6M | +33.4% | +21.4% | +12.0% | +23.6% |
| YTD | +63.8% | +50.4% | +13.4% | +39.7% |
| 1Y | +77.2% | +67.5% | +9.7% | +45.1% |
| 3Y | +41.8% | +72.8% | -31.0% | +12.8% |
| All | -25.1% | +110.7% | -135.8% | -43.0% |
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 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