+4.3%
TLT vs BHP
+56.5%
-52.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -1.2% |
| 7D | -0.3% | +3.8% | -4.1% | -0.5% |
| 30D | +3.7% | -6.5% | +10.2% | +4.1% |
| 3M | -0.7% | -8.5% | +7.9% | -0.1% |
| 6M | -4.2% | -2.2% | -2.0% | -4.2% |
| YTD | -4.0% | +40.0% | -44.0% | -6.1% |
| 1Y | -5.8% | +51.3% | -57.1% | -8.4% |
| All | +4.3% | +56.5% | -52.1% | +1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling