+506.6%
APP vs BHP
+74.1%
+432.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.4% | -2.6% |
| 7D | +61.1% | +3.8% | +57.3% | +58.4% |
| 30D | +42.8% | -6.5% | +49.2% | +46.9% |
| 3M | +16.7% | -8.5% | +25.2% | +20.6% |
| 6M | -15.6% | -2.2% | -13.4% | -15.9% |
| YTD | -41.3% | +40.0% | -81.3% | -51.0% |
| 1Y | -39.3% | +51.3% | -90.6% | -51.1% |
| 3Y | +803.2% | +56.5% | +746.7% | +601.3% |
| 5Y | +313.2% | +130.2% | +183.0% | +195.3% |
| All | +506.6% | +74.1% | +432.6% | +310.7% |
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