-9.0%
AUR vs BHP
+53.4%
-62.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.6% | -7.0% | -6.3% |
| 7D | -19.8% | -2.5% | -17.3% | -18.4% |
| 30D | -29.0% | -7.7% | -21.3% | -24.7% |
| 3M | -43.6% | -6.4% | -37.2% | -41.3% |
| 6M | -36.6% | +5.2% | -41.8% | -39.6% |
| YTD | +6.3% | +38.3% | -32.1% | -16.5% |
| 1Y | -9.0% | +53.4% | -62.4% | -37.8% |
| All | -9.0% | +53.4% | -62.5% | -37.8% |
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