+114.8%
ALL vs BHP
+121.9%
-7.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.1% | -2.5% |
| 7D | -1.7% | +1.3% | -3.0% | -1.8% |
| 30D | -4.7% | +4.0% | -8.6% | -5.1% |
| 3M | +18.4% | +12.3% | +6.1% | +16.5% |
| 6M | +20.5% | +30.8% | -10.3% | +15.4% |
| YTD | +23.5% | +58.8% | -35.2% | +14.0% |
| 1Y | +29.0% | +76.8% | -47.9% | +16.5% |
| 3Y | +153.7% | +87.5% | +66.2% | +121.2% |
| 5Y | +114.8% | +123.9% | -9.1% | +71.5% |
| All | +114.8% | +121.9% | -7.1% | +71.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling