+256.1%
TPR vs BHP
+120.8%
+135.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.8% |
| 7D | +14.2% | +0.9% | +13.3% | +13.6% |
| 30D | +17.1% | -6.3% | +23.3% | +20.3% |
| 3M | -17.7% | -7.1% | -10.6% | -15.3% |
| 6M | -10.2% | -3.2% | -7.0% | -10.3% |
| YTD | +4.9% | +37.9% | -33.0% | -12.5% |
| 1Y | +36.1% | +49.7% | -13.6% | +8.9% |
| 3Y | +416.5% | +51.7% | +364.8% | +300.4% |
| All | +256.1% | +120.8% | +135.4% | +112.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling