+44.3%
AR vs BHP
+503.2%
-458.9%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -0.1% |
| 7D | -1.2% | +0.9% | -2.1% | -1.7% |
| 30D | +5.5% | +4.0% | +1.5% | +3.0% |
| 3M | +12.9% | +11.3% | +1.6% | +4.6% |
| 6M | +0.1% | +29.3% | -29.2% | -17.3% |
| YTD | +13.5% | +59.2% | -45.7% | -18.8% |
| 1Y | +21.6% | +80.8% | -59.3% | -20.2% |
| 3Y | +46.0% | +88.0% | -42.0% | -10.5% |
| 5Y | +143.7% | +126.6% | +17.1% | +27.0% |
| 10Y | +44.3% | +515.7% | -471.4% | -56.8% |
| All | +44.3% | +503.2% | -458.9% | -56.8% |
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