+3.9%
AFRM vs BHP
-0.9%
+4.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -3.0% |
| 7D | -7.3% | +0.9% | -8.2% | -7.6% |
| 30D | -9.6% | -6.3% | -3.3% | -7.0% |
| 3M | -11.1% | -7.1% | -3.9% | -8.3% |
| 6M | +3.9% | -3.2% | +7.1% | +6.8% |
| All | +3.9% | -0.9% | +4.8% | +6.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling