+296.2%
TMUS vs BHP
+376.0%
-79.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | 0.0% |
| 7D | +6.5% | +2.5% | +4.0% | +5.6% |
| 30D | +11.3% | -5.2% | +16.5% | +13.0% |
| 3M | -2.9% | -8.7% | +5.8% | -0.6% |
| 6M | -10.5% | -6.9% | -3.7% | -10.0% |
| YTD | -14.4% | +39.0% | -53.4% | -26.4% |
| 1Y | -17.9% | +48.9% | -66.8% | -31.3% |
| 3Y | +21.9% | +55.4% | -33.5% | -2.6% |
| 5Y | +52.1% | +119.2% | -67.1% | +1.6% |
| 10Y | +242.4% | +340.5% | -98.1% | +57.9% |
| All | +296.2% | +376.0% | -79.8% | +48.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling