-25.6%
AR vs BHP
+199.8%
-225.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +2.3% |
| 7D | +6.4% | +2.5% | +3.9% | +4.9% |
| 30D | +3.1% | -5.2% | +8.3% | +5.6% |
| 3M | +3.3% | -8.7% | +12.0% | +7.2% |
| 6M | +6.6% | -6.9% | +13.4% | +7.3% |
| YTD | +12.3% | +39.0% | -26.6% | -12.2% |
| 1Y | +12.3% | +48.9% | -36.6% | -15.8% |
| 3Y | +50.4% | +55.4% | -4.9% | +6.3% |
| 5Y | +101.0% | +119.2% | -18.3% | +12.7% |
| 10Y | +57.5% | +340.5% | -283.0% | -37.5% |
| All | -25.6% | +199.8% | -225.4% | -67.3% |
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 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