+48.0%
TMUS vs BHP
+127.1%
-79.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.7% | +0.4% | +3.9% |
| 7D | +5.3% | +3.5% | +1.9% | +5.1% |
| 30D | +13.5% | -4.5% | +18.0% | +13.8% |
| 3M | -4.2% | -6.4% | +2.1% | -3.9% |
| 6M | -11.9% | -0.1% | -11.8% | -12.3% |
| YTD | -15.6% | +43.0% | -58.6% | -19.8% |
| 1Y | -16.8% | +56.5% | -73.3% | -22.0% |
| 3Y | +20.8% | +62.0% | -41.3% | +10.8% |
| 5Y | +48.0% | +130.4% | -82.3% | +29.8% |
| All | +48.0% | +127.1% | -79.0% | +29.8% |
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