+803.7%
B vs BHP
+7,909.4%
-7,105.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | -1.6% | -2.9% | +1.3% | -0.5% |
| 30D | +9.4% | +3.4% | +6.1% | +8.2% |
| 3M | +5.0% | +4.1% | +0.9% | +3.8% |
| 6M | -3.5% | +20.6% | -24.1% | -9.3% |
| YTD | +4.5% | +56.1% | -51.6% | -10.2% |
| 1Y | +67.8% | +69.6% | -1.8% | +39.8% |
| 3Y | +196.7% | +78.8% | +117.9% | +140.9% |
| 5Y | +151.9% | +113.1% | +38.9% | +87.8% |
| 10Y | +202.2% | +505.9% | -303.7% | +45.3% |
| All | +803.7% | +7,909.4% | -7,105.6% | +169.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling