+86.1%
ARM vs BHP
+65.8%
+20.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.5% | +6.4% | +6.1% |
| 7D | +5.5% | -5.0% | +10.4% | +10.3% |
| 30D | -8.2% | +1.2% | -9.4% | -10.5% |
| 3M | -35.9% | +1.8% | -37.8% | -37.6% |
| 6M | +103.1% | +18.0% | +85.1% | +78.0% |
| YTD | +130.6% | +52.7% | +77.9% | +73.1% |
| 1Y | +86.1% | +66.0% | +20.1% | +29.4% |
| All | +86.1% | +65.8% | +20.3% | +29.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling