+126.6%
BHP vs A
-16.2%
+142.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.8% |
| 7D | +0.9% | -4.4% | +5.3% | +2.4% |
| 30D | +4.0% | -2.7% | +6.7% | +4.9% |
| 3M | +11.3% | +7.0% | +4.2% | +8.4% |
| 6M | +29.3% | +24.6% | +4.7% | +18.5% |
| YTD | +59.2% | +7.0% | +52.2% | +53.9% |
| 1Y | +80.8% | +15.6% | +65.3% | +68.7% |
| 3Y | +88.0% | +29.9% | +58.1% | +64.0% |
| 5Y | +126.6% | -15.4% | +142.0% | +112.8% |
| All | +126.6% | -16.2% | +142.9% | +112.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling