-18.3%
AON vs BHP
+70.6%
-88.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.4% | -1.7% |
| 7D | -6.3% | -3.6% | -2.7% | -6.9% |
| 30D | -14.1% | -1.2% | -12.9% | -14.1% |
| 3M | -9.5% | +1.2% | -10.7% | -8.7% |
| 6M | -4.0% | +21.4% | -25.4% | 0.0% |
| YTD | -13.8% | +50.4% | -64.2% | -7.0% |
| 1Y | -18.3% | +67.5% | -85.8% | -10.5% |
| All | -18.3% | +70.6% | -88.9% | -10.5% |
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 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