+13.6%
TPR vs BHP
+76.4%
-62.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.7% | -5.5% | -4.3% |
| 7D | -3.4% | +1.3% | -4.6% | -3.8% |
| 30D | -27.3% | +4.0% | -31.3% | -28.2% |
| 3M | -16.2% | +12.3% | -28.5% | -19.6% |
| 6M | -17.9% | +30.8% | -48.7% | -25.5% |
| YTD | -7.1% | +58.8% | -65.9% | -20.6% |
| 1Y | +13.6% | +76.8% | -63.2% | -5.3% |
| All | +13.6% | +76.4% | -62.8% | -5.3% |
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