-34.9%
TLT vs BHP
+126.1%
-161.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | -0.3% | +0.9% | -1.2% | -0.3% |
| 30D | 0.0% | +4.0% | -4.1% | -0.2% |
| 3M | -2.9% | +11.3% | -14.1% | -3.3% |
| 6M | -6.3% | +29.3% | -35.6% | -7.1% |
| YTD | -3.3% | +59.2% | -62.6% | -4.7% |
| 1Y | -4.2% | +80.8% | -85.1% | -5.9% |
| 3Y | -1.7% | +88.0% | -89.7% | -3.5% |
| 5Y | -34.9% | +126.6% | -161.5% | -33.7% |
| All | -34.9% | +126.1% | -161.0% | -33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling