+477.8%
BHP vs A
+247.2%
+230.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.1% | -4.2% | -4.8% |
| 7D | -3.7% | -4.6% | +0.8% | -1.7% |
| 30D | -0.8% | -4.3% | +3.4% | +1.0% |
| 3M | +7.6% | +8.9% | -1.3% | +3.0% |
| 6M | +20.8% | +24.5% | -3.7% | +7.4% |
| YTD | +50.8% | +5.8% | +44.9% | +44.3% |
| 1Y | +70.9% | +16.2% | +54.7% | +55.0% |
| 3Y | +78.0% | +28.5% | +49.5% | +48.3% |
| 5Y | +113.1% | -16.3% | +129.4% | +117.5% |
| All | +477.8% | +247.2% | +230.6% | +173.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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