+45.8%
AR vs BHP
+87.4%
-41.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.6% | -1.1% |
| 7D | -1.8% | +1.3% | -3.1% | -2.0% |
| 30D | +12.6% | +4.0% | +8.6% | +11.8% |
| 3M | +10.0% | +12.3% | -2.3% | +7.3% |
| 6M | +0.6% | +30.8% | -30.2% | -6.4% |
| YTD | +13.4% | +58.8% | -45.4% | -2.5% |
| 1Y | +21.7% | +76.8% | -55.1% | +0.1% |
| 3Y | +45.8% | +87.5% | -41.6% | +12.3% |
| All | +45.8% | +87.4% | -41.6% | +12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling