+43.0%
TMUS vs BHP
+121.9%
-78.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.1% |
| 7D | -0.3% | +1.3% | -1.5% | -0.4% |
| 30D | +3.1% | +4.0% | -0.8% | +2.8% |
| 3M | +2.4% | +12.3% | -9.9% | +1.2% |
| 6M | -17.1% | +30.8% | -47.9% | -19.7% |
| YTD | -9.1% | +58.8% | -67.8% | -14.4% |
| 1Y | -23.6% | +76.8% | -100.5% | -29.3% |
| 3Y | +38.8% | +87.5% | -48.6% | +25.3% |
| 5Y | +43.0% | +123.9% | -80.9% | +24.9% |
| All | +43.0% | +121.9% | -78.9% | +24.9% |
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