+88.0%
ARM vs BHP
+76.4%
+11.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +2.1% |
| 7D | +11.4% | +1.3% | +10.1% | +10.1% |
| 30D | -7.4% | +4.0% | -11.4% | -11.6% |
| 3M | -24.5% | +12.3% | -36.8% | -32.9% |
| 6M | +128.7% | +30.8% | +97.8% | +88.1% |
| YTD | +139.3% | +58.8% | +80.5% | +71.6% |
| 1Y | +88.0% | +76.8% | +11.1% | +24.0% |
| All | +88.0% | +76.4% | +11.6% | +24.0% |
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