+645.9%
TRGP vs BHP
+112.0%
+533.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.3% | +5.5% | +2.0% |
| 7D | -0.6% | -3.7% | +3.2% | +0.7% |
| 30D | +10.0% | -0.8% | +10.8% | +10.0% |
| 3M | +7.6% | +7.6% | 0.0% | +3.6% |
| 6M | +26.8% | +20.8% | +6.0% | +15.0% |
| YTD | +60.6% | +50.8% | +9.8% | +31.1% |
| 1Y | +82.5% | +70.9% | +11.6% | +40.2% |
| 3Y | +265.0% | +78.0% | +187.0% | +163.4% |
| 5Y | +645.9% | +113.1% | +532.8% | +395.2% |
| All | +645.9% | +112.0% | +533.9% | +395.2% |
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