+199.6%
ARM vs BHP
+52.1%
+147.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.3% | -3.4% | -3.5% |
| 7D | +9.1% | -0.5% | +9.6% | +9.9% |
| 30D | -19.9% | -4.5% | -15.4% | -16.2% |
| 3M | -31.6% | -6.9% | -24.7% | -27.3% |
| 6M | -13.9% | -10.6% | -3.3% | -4.4% |
| YTD | +74.3% | +37.2% | +37.1% | +38.0% |
| 1Y | +35.8% | +48.0% | -12.2% | +0.7% |
| 3Y | +268.6% | +52.6% | +216.0% | +152.6% |
| All | +199.6% | +52.1% | +147.5% | +103.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling