+2,330.4%
ACN vs BHP
+3,009.0%
-678.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.6% |
| 7D | -3.8% | -0.5% | -3.3% | -3.8% |
| 30D | +16.5% | -4.5% | +21.1% | +17.7% |
| 3M | +41.5% | -6.9% | +48.3% | +43.5% |
| 6M | +60.1% | -10.6% | +70.6% | +63.1% |
| YTD | -3.9% | +37.2% | -41.1% | -15.7% |
| 1Y | +4.1% | +48.0% | -43.9% | -10.9% |
| 3Y | -15.9% | +52.6% | -68.4% | -29.9% |
| 5Y | -26.3% | +116.5% | -142.8% | -46.6% |
| 10Y | +148.2% | +334.9% | -186.7% | +39.2% |
| All | +2,330.4% | +3,009.0% | -678.6% | +482.8% |
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