+3,125.8%
TSLA vs BHP
+333.8%
+2,792.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.6% | -1.1% |
| 7D | +8.9% | -0.5% | +9.4% | +9.2% |
| 30D | +6.3% | -4.5% | +10.8% | +9.0% |
| 3M | +14.8% | -6.9% | +21.7% | +19.2% |
| 6M | -12.4% | -10.6% | -1.8% | -7.4% |
| YTD | -13.2% | +37.2% | -50.4% | -28.4% |
| 1Y | -2.9% | +48.0% | -51.0% | -23.3% |
| 3Y | +74.4% | +52.6% | +21.9% | +34.3% |
| 5Y | +13.3% | +116.5% | -103.2% | -30.3% |
| All | +3,125.8% | +333.8% | +2,792.1% | +1,281.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling