+19.3%
TPR vs BHP
+53.4%
-34.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.6% | +1.0% | +2.8% |
| 7D | +12.6% | -2.5% | +15.2% | +13.5% |
| 30D | +7.1% | -7.7% | +14.9% | +9.7% |
| 3M | -19.4% | -6.4% | -13.0% | -18.0% |
| 6M | -9.7% | +5.2% | -14.9% | -12.7% |
| YTD | -1.0% | +38.3% | -39.3% | -12.5% |
| 1Y | +19.3% | +53.4% | -34.1% | -0.8% |
| All | +19.3% | +53.4% | -34.1% | -0.8% |
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 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