+214.8%
B vs BHP
+333.8%
-118.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.1% |
| 7D | -7.3% | -0.5% | -6.8% | -7.1% |
| 30D | -3.3% | -4.5% | +1.2% | -1.3% |
| 3M | -7.8% | -6.9% | -0.9% | -4.6% |
| 6M | -15.5% | -10.6% | -5.0% | -11.0% |
| YTD | -12.3% | +37.2% | -49.5% | -20.9% |
| 1Y | +5.4% | +48.0% | -42.7% | -7.5% |
| 3Y | +165.5% | +52.6% | +113.0% | +128.7% |
| 5Y | +107.0% | +116.5% | -9.4% | +57.6% |
| All | +214.8% | +333.8% | -118.9% | +88.0% |
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