+4,845.0%
AON vs BHP
+8,071.5%
-3,226.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.3% | -3.8% | -3.6% |
| 7D | -7.9% | +0.9% | -8.8% | -8.1% |
| 30D | -14.6% | +4.0% | -18.7% | -15.4% |
| 3M | -7.9% | +11.3% | -19.2% | -10.3% |
| 6M | -8.0% | +29.3% | -37.3% | -13.8% |
| YTD | -13.2% | +59.2% | -72.4% | -22.6% |
| 1Y | -16.4% | +80.8% | -97.3% | -27.7% |
| 3Y | -6.7% | +88.0% | -94.6% | -21.2% |
| 5Y | +8.0% | +126.6% | -118.6% | -14.4% |
| 10Y | +205.6% | +515.7% | -310.1% | +89.1% |
| All | +4,845.0% | +8,071.5% | -3,226.5% | +1,654.4% |
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