+310.3%
TPR vs BHP
+82.0%
+228.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -2.3% | -2.9% | +0.6% | -1.1% |
| 30D | -23.0% | +3.4% | -26.3% | -24.0% |
| 3M | -12.5% | +4.1% | -16.5% | -14.3% |
| 6M | -21.4% | +20.6% | -42.0% | -28.2% |
| YTD | -3.5% | +56.1% | -59.6% | -22.0% |
| 1Y | +17.4% | +69.6% | -52.2% | -9.0% |
| All | +310.3% | +82.0% | +228.3% | +196.9% |
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