+911.5%
BE vs BHP
+250.0%
+661.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.3% | +7.7% | +7.6% |
| 7D | +20.0% | -2.9% | +22.9% | +22.6% |
| 30D | +7.9% | +3.4% | +4.5% | +4.5% |
| 3M | -13.2% | +4.1% | -17.3% | -15.4% |
| 6M | +53.5% | +20.6% | +32.9% | +34.5% |
| YTD | +191.0% | +56.1% | +135.0% | +111.9% |
| 1Y | +360.5% | +69.6% | +290.9% | +216.7% |
| 3Y | +1,568.0% | +78.8% | +1,489.2% | +974.6% |
| 5Y | +1,055.2% | +113.1% | +942.1% | +524.8% |
| All | +911.5% | +250.0% | +661.5% | +211.0% |
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 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