-20.8%
TLT vs BHP
+498.2%
-519.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.3% | +4.1% | -1.4% |
| 7D | -1.6% | -3.7% | +2.2% | -1.8% |
| 30D | -1.3% | -0.8% | -0.5% | -1.4% |
| 3M | -3.7% | +7.6% | -11.3% | -3.3% |
| 6M | -6.4% | +20.8% | -27.2% | -5.2% |
| YTD | -4.5% | +50.8% | -55.2% | -1.8% |
| 1Y | -5.9% | +70.9% | -76.8% | -2.4% |
| 3Y | -2.8% | +78.0% | -80.8% | +1.6% |
| 5Y | -35.1% | +113.1% | -148.2% | -29.7% |
| All | -20.8% | +498.2% | -519.0% | -4.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling