+296.4%
ARM vs BHP
+73.0%
+223.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.3% | +4.3% | +4.2% |
| 7D | +5.5% | -2.9% | +8.4% | +8.1% |
| 30D | -8.2% | +3.4% | -11.6% | -11.7% |
| 3M | -35.9% | +4.1% | -40.0% | -38.1% |
| 6M | +103.1% | +20.6% | +82.5% | +76.6% |
| YTD | +130.6% | +56.1% | +74.6% | +62.1% |
| 1Y | +86.1% | +69.6% | +16.5% | +21.9% |
| All | +296.4% | +73.0% | +223.4% | +138.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling