-29.4%
AFRM vs BHP
+86.8%
-116.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.7% | -3.8% | -2.9% |
| 7D | -7.5% | +3.5% | -11.0% | -9.9% |
| 30D | -15.7% | -4.5% | -11.2% | -12.8% |
| 3M | -9.6% | -6.4% | -3.2% | -5.7% |
| 6M | +6.3% | -0.1% | +6.3% | +4.4% |
| YTD | -8.6% | +43.0% | -51.6% | -34.2% |
| 1Y | -7.6% | +56.5% | -64.1% | -38.3% |
| 3Y | +173.7% | +62.0% | +111.6% | +71.0% |
| 5Y | -56.9% | +130.4% | -187.3% | -77.5% |
| All | -29.4% | +86.8% | -116.3% | -59.7% |
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