+109.2%
ALL vs BHP
+60.3%
+48.8%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.7% | -4.1% | -0.2% |
| 7D | -3.9% | +3.5% | -7.3% | -3.7% |
| 30D | +10.6% | -4.5% | +15.1% | +10.4% |
| 3M | -4.6% | -6.4% | +1.8% | -4.8% |
| 6M | +20.2% | -0.1% | +20.3% | +20.2% |
| YTD | +23.7% | +43.0% | -19.3% | +22.0% |
| 1Y | +27.9% | +56.5% | -28.6% | +25.4% |
| 3Y | +109.2% | +62.0% | +47.1% | +97.6% |
| All | +109.2% | +60.3% | +48.8% | +97.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling