+286.5%
ARM vs BHP
+55.3%
+231.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -0.1% |
| 7D | +19.8% | +2.5% | +17.4% | +17.6% |
| 30D | -21.8% | -5.2% | -16.5% | -17.6% |
| 3M | -26.5% | -8.7% | -17.8% | -20.6% |
| 6M | -3.9% | -6.9% | +2.9% | +3.2% |
| YTD | +82.8% | +39.0% | +43.8% | +42.9% |
| 1Y | +34.3% | +48.9% | -14.6% | -1.1% |
| All | +286.5% | +55.3% | +231.2% | +165.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling