+16.4%
B vs BHP
+51.6%
-35.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.1% | -4.0% | -4.1% |
| 7D | +7.1% | +3.8% | +3.3% | +3.6% |
| 30D | -3.3% | -6.5% | +3.1% | +3.1% |
| 3M | -2.5% | -8.5% | +6.0% | +6.0% |
| 6M | -7.2% | -2.2% | -5.1% | -5.4% |
| YTD | -7.4% | +40.0% | -47.4% | -27.0% |
| 1Y | +16.4% | +51.3% | -34.9% | -9.7% |
| All | +16.4% | +51.6% | -35.1% | -9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling