+211.9%
B vs BHP
+503.2%
-291.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | +1.0% | +0.9% | +0.2% | +0.6% |
| 30D | +9.5% | +4.0% | +5.5% | +7.8% |
| 3M | +14.3% | +11.3% | +3.1% | +9.7% |
| 6M | -1.9% | +29.3% | -31.2% | -10.8% |
| YTD | +4.1% | +59.2% | -55.1% | -12.0% |
| 1Y | +56.1% | +80.8% | -24.7% | +26.0% |
| 3Y | +202.0% | +88.0% | +114.0% | +138.6% |
| 5Y | +158.8% | +126.6% | +32.2% | +89.6% |
| 10Y | +211.9% | +515.7% | -303.8% | +43.1% |
| All | +211.9% | +503.2% | -291.3% | +43.1% |
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 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