+138.0%
B vs BHP
+120.8%
+17.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.1% | -0.4% |
| 7D | +9.6% | +0.9% | +8.7% | +9.1% |
| 30D | +3.5% | -6.3% | +9.8% | +7.4% |
| 3M | -1.6% | -7.1% | +5.5% | +2.9% |
| 6M | -1.7% | -3.2% | +1.5% | +0.9% |
| YTD | -5.3% | +37.9% | -43.2% | -17.3% |
| 1Y | +27.2% | +49.7% | -22.5% | +7.2% |
| 3Y | +166.1% | +51.7% | +114.4% | +119.9% |
| All | +138.0% | +120.8% | +17.2% | +86.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling