-24.2%
AR vs BHP
+236.7%
-260.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.5% |
| 7D | +2.5% | -2.9% | +5.4% | +4.0% |
| 30D | +14.8% | +3.4% | +11.4% | +12.5% |
| 3M | +6.2% | +4.1% | +2.2% | +2.4% |
| 6M | +4.3% | +20.6% | -16.3% | -9.4% |
| YTD | +14.4% | +56.1% | -41.7% | -15.2% |
| 1Y | +21.3% | +69.6% | -48.3% | -14.7% |
| 3Y | +39.8% | +78.8% | -39.0% | -8.0% |
| 5Y | +142.1% | +113.1% | +29.0% | +40.4% |
| 10Y | +52.0% | +505.9% | -453.8% | -47.8% |
| All | -24.2% | +236.7% | -260.9% | -68.4% |
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 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