-6.0%
TLT vs BHP
+51.9%
-57.9%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.1% | 0.0% |
| 7D | -1.0% | +2.4% | -3.4% | -1.2% |
| 30D | +4.1% | -5.4% | +9.5% | +4.5% |
| 3M | -0.4% | -6.9% | +6.5% | +0.1% |
| 6M | -3.2% | -4.3% | +1.2% | -3.0% |
| YTD | -3.5% | +41.6% | -45.1% | -5.3% |
| All | -6.0% | +51.9% | -57.9% | -8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling