+13.4%
AUR vs BHP
+65.8%
-52.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +2.2% |
| 7D | +8.7% | -5.0% | +13.7% | +13.0% |
| 30D | -5.2% | +1.2% | -6.4% | -6.5% |
| 3M | -7.3% | +1.8% | -9.2% | -9.6% |
| 6M | +41.2% | +18.0% | +23.2% | +22.8% |
| YTD | +65.1% | +52.7% | +12.4% | +19.2% |
| 1Y | +13.4% | +66.0% | -52.6% | -23.4% |
| All | +13.4% | +65.8% | -52.4% | -23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling