+13.7%
AR vs BHP
+53.4%
-39.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +2.6% | -8.8% | -5.9% |
| 7D | -11.1% | -2.5% | -8.6% | -11.4% |
| 30D | +7.9% | -7.7% | +15.6% | +6.6% |
| 3M | +4.9% | -6.4% | +11.2% | +4.0% |
| 6M | -5.3% | +5.2% | -10.5% | -3.3% |
| YTD | +8.6% | +38.3% | -29.7% | +10.7% |
| 1Y | +13.7% | +53.4% | -39.7% | +13.4% |
| All | +13.7% | +53.4% | -39.8% | +13.4% |
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 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