+579.1%
AU vs BHP
+71.6%
+507.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.7% |
| 7D | -4.3% | -3.6% | -0.6% | -1.5% |
| 30D | +7.3% | -1.2% | +8.5% | +8.8% |
| 3M | +26.3% | +1.2% | +25.1% | +25.9% |
| 6M | +1.8% | +21.4% | -19.6% | -10.5% |
| YTD | +26.8% | +50.4% | -23.6% | -0.8% |
| 1Y | +66.7% | +67.5% | -0.8% | +22.9% |
| 3Y | +579.1% | +72.8% | +506.2% | +412.2% |
| All | +579.1% | +71.6% | +507.5% | +412.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling