-10.9%
TLT vs BHP
+347.8%
-358.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.1% | +0.1% |
| 7D | -1.0% | +2.4% | -3.4% | -0.9% |
| 30D | +4.1% | -5.4% | +9.5% | +3.8% |
| 3M | -0.4% | -6.9% | +6.5% | -0.7% |
| 6M | -3.2% | -4.3% | +1.2% | -3.2% |
| YTD | -3.5% | +41.6% | -45.1% | -1.1% |
| 1Y | -5.8% | +53.3% | -59.1% | -2.9% |
| 3Y | +4.6% | +58.4% | -53.8% | +8.4% |
| 5Y | -34.4% | +121.3% | -155.7% | -28.2% |
| All | -10.9% | +347.8% | -358.7% | +7.8% |
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