+208.6%
B vs BHP
+330.6%
-122.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.1% | -4.0% | -5.2% |
| 7D | +7.1% | +3.8% | +3.3% | +5.5% |
| 30D | -3.3% | -6.5% | +3.1% | -0.4% |
| 3M | -2.5% | -8.5% | +6.0% | +1.5% |
| 6M | -7.2% | -2.2% | -5.1% | -5.6% |
| YTD | -7.4% | +40.0% | -47.4% | -17.2% |
| 1Y | +16.4% | +51.3% | -34.9% | +1.2% |
| 3Y | +178.7% | +56.5% | +122.2% | +137.4% |
| 5Y | +121.7% | +130.2% | -8.5% | +65.0% |
| 10Y | +208.6% | +336.5% | -127.9% | +79.7% |
| All | +208.6% | +330.6% | -122.0% | +79.7% |
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