+3,245.6%
ASX vs BHP
+3,361.6%
-116.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.7% | +4.9% | +6.9% |
| 7D | -12.3% | +3.5% | -15.8% | -13.5% |
| 30D | -26.0% | -4.5% | -21.5% | -23.9% |
| 3M | -8.1% | -6.4% | -1.8% | -4.7% |
| 6M | +1.4% | -0.1% | +1.5% | +2.5% |
| YTD | +115.6% | +43.0% | +72.6% | +84.2% |
| 1Y | +128.0% | +56.5% | +71.5% | +86.7% |
| 3Y | +371.4% | +62.0% | +309.4% | +276.0% |
| 5Y | +469.4% | +130.4% | +339.0% | +276.1% |
| 10Y | +842.6% | +349.1% | +493.6% | +336.8% |
| All | +3,245.6% | +3,361.6% | -116.0% | +359.0% |
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