+5,975.1%
TGT vs BHP
+8,071.5%
-2,096.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.3% |
| 7D | -3.6% | +0.9% | -4.5% | -3.8% |
| 30D | +4.4% | +4.0% | +0.4% | +3.2% |
| 3M | +25.4% | +11.3% | +14.1% | +21.1% |
| 6M | +33.4% | +29.3% | +4.0% | +23.0% |
| YTD | +65.6% | +59.2% | +6.4% | +43.6% |
| 1Y | +80.3% | +80.8% | -0.6% | +50.7% |
| 3Y | +42.1% | +88.0% | -45.8% | +16.6% |
| 5Y | -25.0% | +126.6% | -151.6% | -42.6% |
| 10Y | +208.2% | +515.7% | -307.5% | +72.1% |
| All | +5,975.1% | +8,071.5% | -2,096.4% | +1,424.9% |
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