-35.7%
AUR vs BHP
+69.1%
-104.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | +1.4% | -3.6% | +5.0% | +4.0% |
| 30D | -6.4% | -1.2% | -5.2% | -6.0% |
| 3M | +7.7% | +1.2% | +6.5% | +5.9% |
| 6M | +44.5% | +21.4% | +23.1% | +26.3% |
| YTD | +67.4% | +50.4% | +17.0% | +25.7% |
| 1Y | +15.4% | +67.5% | -52.1% | -19.3% |
| 3Y | +94.8% | +72.8% | +22.0% | +34.1% |
| 5Y | -35.1% | +112.6% | -147.7% | -57.8% |
| All | -35.7% | +69.1% | -104.8% | -58.2% |
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