-25.8%
ACN vs BHP
+119.2%
-145.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.4% |
| 7D | -3.8% | -0.5% | -3.3% | -3.8% |
| 30D | +16.5% | -4.5% | +21.1% | +17.2% |
| 3M | +41.5% | -6.9% | +48.3% | +42.7% |
| 6M | +60.1% | -10.6% | +70.6% | +62.4% |
| YTD | -3.9% | +37.2% | -41.1% | -13.9% |
| 1Y | +4.1% | +48.0% | -43.9% | -8.8% |
| 3Y | -15.9% | +52.6% | -68.4% | -28.4% |
| All | -25.8% | +119.2% | -145.0% | -42.7% |
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 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