+378.5%
APP vs BHP
+97.4%
+281.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.4% | -3.5% |
| 7D | +0.1% | +1.3% | -1.2% | -0.5% |
| 30D | -10.0% | +4.0% | -14.0% | -11.8% |
| 3M | -44.6% | +12.3% | -57.0% | -47.7% |
| 6M | -37.9% | +30.8% | -68.7% | -46.0% |
| YTD | -53.7% | +58.8% | -112.5% | -63.3% |
| 1Y | -43.0% | +76.8% | -119.8% | -57.1% |
| 3Y | +640.8% | +87.5% | +553.3% | +435.2% |
| 5Y | +358.8% | +123.9% | +234.9% | +204.5% |
| All | +378.5% | +97.4% | +281.2% | +207.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling