-26.5%
AR vs BHP
+205.6%
-232.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.4% | +0.9% |
| 7D | +2.1% | +2.4% | -0.3% | +0.9% |
| 30D | +4.5% | -5.4% | +9.9% | +7.2% |
| 3M | +1.0% | -6.9% | +7.9% | +3.9% |
| 6M | +4.4% | -4.3% | +8.8% | +3.9% |
| YTD | +10.9% | +41.6% | -30.7% | -14.1% |
| 1Y | +8.6% | +53.3% | -44.8% | -19.8% |
| 3Y | +48.5% | +58.4% | -9.9% | +4.0% |
| 5Y | +95.7% | +121.3% | -25.5% | +9.5% |
| 10Y | +55.5% | +349.0% | -293.5% | -38.8% |
| All | -26.5% | +205.6% | -232.1% | -68.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling