-25.2%
AFRM vs BHP
+107.4%
-132.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -1.7% |
| 7D | +3.1% | +1.3% | +1.8% | +2.1% |
| 30D | -4.2% | +4.0% | -8.2% | -7.2% |
| 3M | +10.1% | +12.3% | -2.2% | -0.1% |
| 6M | +39.4% | +30.8% | +8.6% | +11.3% |
| YTD | -3.2% | +58.8% | -61.9% | -35.3% |
| 1Y | -16.1% | +76.8% | -92.9% | -49.1% |
| 3Y | +220.8% | +87.5% | +133.3% | +80.5% |
| 5Y | -17.7% | +123.9% | -141.6% | -57.8% |
| All | -25.2% | +107.4% | -132.6% | -60.4% |
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