+193.0%
ARM vs BHP
+58.6%
+134.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.7% | +3.0% | +3.4% |
| 7D | -5.3% | +3.5% | -8.8% | -8.1% |
| 30D | -30.0% | -4.5% | -25.6% | -27.0% |
| 3M | -34.1% | -6.4% | -27.7% | -30.5% |
| 6M | -12.6% | -0.1% | -12.6% | -11.7% |
| YTD | +70.4% | +43.0% | +27.4% | +29.8% |
| 1Y | +22.3% | +56.5% | -34.3% | -13.8% |
| 3Y | +261.2% | +62.0% | +199.1% | +134.8% |
| All | +193.0% | +58.6% | +134.4% | +91.2% |
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