+320.5%
TMUS vs BHP
+434.6%
-114.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.1% | -3.3% |
| 7D | +0.1% | -2.9% | +3.0% | +1.1% |
| 30D | +5.3% | +3.4% | +1.9% | +3.8% |
| 3M | +3.1% | +4.1% | -0.9% | +0.7% |
| 6M | -16.5% | +20.6% | -37.0% | -23.3% |
| YTD | -9.2% | +56.1% | -65.2% | -24.4% |
| 1Y | -26.5% | +69.6% | -96.1% | -41.0% |
| 3Y | +39.0% | +78.8% | -39.8% | +6.3% |
| 5Y | +40.4% | +113.1% | -72.7% | -4.3% |
| 10Y | +303.7% | +505.9% | -202.2% | +65.0% |
| All | +320.5% | +434.6% | -114.1% | +52.8% |
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