-21.2%
TMUS vs BHP
+53.4%
-74.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.6% | +0.5% | +3.6% |
| 7D | +7.5% | -2.5% | +10.0% | +6.9% |
| 30D | -3.3% | -7.7% | +4.4% | -4.6% |
| 3M | -9.7% | -6.4% | -3.3% | -10.5% |
| 6M | -17.2% | +5.2% | -22.4% | -15.9% |
| YTD | -20.3% | +38.3% | -58.7% | -15.2% |
| 1Y | -21.2% | +53.4% | -74.6% | -15.0% |
| All | -21.2% | +53.4% | -74.7% | -15.0% |
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