+3,631.0%
ALL vs BHP
+4,896.8%
-1,265.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.7% | -4.1% | -1.5% |
| 7D | -3.9% | +3.5% | -7.3% | -4.9% |
| 30D | +10.6% | -4.5% | +15.1% | +11.8% |
| 3M | -4.6% | -6.4% | +1.8% | -3.3% |
| 6M | +20.2% | -0.1% | +20.3% | +18.1% |
| YTD | +23.7% | +43.0% | -19.3% | +8.1% |
| 1Y | +27.9% | +56.5% | -28.6% | +8.6% |
| 3Y | +109.2% | +62.0% | +47.1% | +71.3% |
| 5Y | +148.0% | +130.4% | +17.6% | +76.6% |
| 10Y | +363.8% | +349.1% | +14.7% | +156.9% |
| All | +3,631.0% | +4,896.8% | -1,265.8% | +1,087.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling