+416.5%
TPR vs BHP
+50.5%
+365.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.7% |
| 7D | +14.2% | +0.9% | +13.3% | +13.7% |
| 30D | +17.1% | -6.3% | +23.3% | +19.9% |
| 3M | -17.7% | -7.1% | -10.6% | -15.6% |
| 6M | -10.2% | -3.2% | -7.0% | -10.3% |
| YTD | +4.9% | +37.9% | -33.0% | -11.3% |
| 1Y | +36.1% | +49.7% | -13.6% | +10.5% |
| 3Y | +416.5% | +51.7% | +364.8% | +303.1% |
| All | +416.5% | +50.5% | +365.9% | +303.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling