+672.3%
AU vs BHP
+496.8%
+175.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -4.3% | -3.6% | -0.6% | -2.4% |
| 30D | +7.3% | -1.2% | +8.5% | +8.3% |
| 3M | +26.3% | +1.2% | +25.1% | +26.3% |
| 6M | +1.8% | +21.4% | -19.6% | -6.1% |
| YTD | +26.8% | +50.4% | -23.6% | +6.9% |
| 1Y | +66.7% | +67.5% | -0.8% | +34.1% |
| 3Y | +579.1% | +72.8% | +506.2% | +433.3% |
| 5Y | +689.3% | +112.6% | +576.7% | +467.5% |
| All | +672.3% | +496.8% | +175.4% | +216.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling