-16.1%
TMUS vs BHP
+51.6%
-67.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | -0.1% |
| 7D | +9.5% | +3.8% | +5.7% | +10.2% |
| 30D | +13.8% | -6.5% | +20.3% | +12.4% |
| 3M | -4.6% | -8.5% | +3.9% | -5.7% |
| 6M | -11.7% | -2.2% | -9.5% | -11.3% |
| YTD | -15.4% | +40.0% | -55.4% | -10.6% |
| 1Y | -16.1% | +51.3% | -67.4% | -11.5% |
| All | -16.1% | +51.6% | -67.7% | -11.5% |
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