+40.5%
ALL vs BHP
+53.4%
-13.0%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.6% | +0.3% | +3.4% |
| 7D | +7.5% | -2.5% | +10.1% | +7.0% |
| 30D | +19.7% | -7.7% | +27.4% | +18.0% |
| 3M | +2.9% | -6.4% | +9.3% | +1.9% |
| 6M | +23.5% | +5.2% | +18.4% | +24.4% |
| YTD | +31.1% | +38.3% | -7.2% | +37.8% |
| 1Y | +40.5% | +53.4% | -12.9% | +49.1% |
| All | +40.5% | +53.4% | -13.0% | +49.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling