+8,579.1%
TPR vs BHP
+3,330.0%
+5,249.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.6% |
| 7D | +12.1% | +3.8% | +8.2% | +10.1% |
| 30D | +16.7% | -6.5% | +23.2% | +20.0% |
| 3M | -17.4% | -8.5% | -8.9% | -14.4% |
| 6M | +2.3% | -2.2% | +4.4% | +1.7% |
| YTD | +7.1% | +40.0% | -32.9% | -10.0% |
| 1Y | +29.5% | +51.3% | -21.8% | +4.9% |
| 3Y | +415.0% | +56.5% | +358.5% | +304.2% |
| 5Y | +261.5% | +130.2% | +131.3% | +133.1% |
| 10Y | +383.3% | +336.5% | +46.8% | +136.4% |
| All | +8,579.1% | +3,330.0% | +5,249.2% | +1,807.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling