+94.8%
AUR vs BHP
+71.6%
+23.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.8% |
| 7D | +1.4% | -3.6% | +5.0% | +4.7% |
| 30D | -6.4% | -1.2% | -5.2% | -6.0% |
| 3M | +7.7% | +1.2% | +6.5% | +5.1% |
| 6M | +44.5% | +21.4% | +23.1% | +20.0% |
| YTD | +67.4% | +50.4% | +17.0% | +11.9% |
| 1Y | +15.4% | +67.5% | -52.1% | -30.6% |
| 3Y | +94.8% | +72.8% | +22.0% | +14.1% |
| All | +94.8% | +71.6% | +23.3% | +14.1% |
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