+219.8%
ARM vs BHP
+57.0%
+162.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +1.2% | +10.9% | +11.0% |
| 7D | +6.0% | +2.4% | +3.6% | +4.3% |
| 30D | -20.3% | -5.4% | -15.0% | -16.0% |
| 3M | -24.4% | -6.9% | -17.5% | -19.8% |
| 6M | -4.4% | -4.3% | 0.0% | +0.4% |
| YTD | +86.0% | +41.6% | +44.4% | +43.1% |
| 1Y | +35.8% | +53.3% | -17.5% | -2.4% |
| 3Y | +289.1% | +58.4% | +230.7% | +158.0% |
| All | +219.8% | +57.0% | +162.8% | +110.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling