+2,979.8%
ASX vs BHP
+3,237.5%
-257.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.7% | +4.8% | +5.6% |
| 7D | -19.9% | +0.9% | -20.8% | -20.1% |
| 30D | -30.9% | -6.3% | -24.6% | -28.3% |
| 3M | -15.1% | -7.1% | -8.0% | -11.7% |
| 6M | -6.5% | -3.2% | -3.3% | -4.1% |
| YTD | +98.4% | +37.9% | +60.6% | +72.4% |
| 1Y | +107.9% | +49.7% | +58.2% | +73.7% |
| 3Y | +325.3% | +51.7% | +273.6% | +249.5% |
| 5Y | +447.3% | +122.0% | +325.3% | +267.7% |
| 10Y | +763.2% | +382.4% | +380.8% | +286.9% |
| All | +2,979.8% | +3,237.5% | -257.7% | +329.5% |
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