+174.6%
ARM vs BHP
+52.9%
+121.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.7% | +3.1% | +3.3% |
| 7D | -15.2% | +0.9% | -16.1% | -16.0% |
| 30D | -40.7% | -6.3% | -34.4% | -37.1% |
| 3M | -39.1% | -7.1% | -32.0% | -35.4% |
| 6M | -26.4% | -3.2% | -23.2% | -23.4% |
| YTD | +59.7% | +37.9% | +21.9% | +25.5% |
| 1Y | +10.3% | +49.7% | -39.3% | -19.1% |
| 3Y | +228.9% | +51.7% | +177.2% | +125.4% |
| All | +174.6% | +52.9% | +121.7% | +84.9% |
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