+3,754.3%
ALL vs BHP
+4,848.6%
-1,094.2%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.1% |
| 7D | -2.6% | +2.4% | -5.0% | -3.3% |
| 30D | +12.7% | -5.4% | +18.1% | +14.2% |
| 3M | +0.4% | -6.9% | +7.3% | +1.8% |
| 6M | +23.8% | -4.3% | +28.1% | +23.2% |
| YTD | +27.8% | +41.6% | -13.8% | +11.9% |
| 1Y | +28.9% | +53.3% | -24.4% | +10.1% |
| 3Y | +113.9% | +58.4% | +55.5% | +76.3% |
| 5Y | +157.4% | +121.3% | +36.1% | +85.6% |
| 10Y | +369.0% | +349.0% | +20.0% | +159.7% |
| All | +3,754.3% | +4,848.6% | -1,094.2% | +1,129.4% |
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