+2,899.6%
BHP vs A
+543.3%
+2,356.3%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | -0.5% | -0.5% | 0.0% | -0.3% |
| 30D | -4.5% | 0.0% | -4.5% | -4.6% |
| 3M | -6.9% | +16.7% | -23.6% | -11.6% |
| 6M | -10.6% | +54.8% | -65.4% | -23.0% |
| YTD | +37.2% | +28.8% | +8.4% | +24.7% |
| 1Y | +48.0% | +19.3% | +28.7% | +37.8% |
| 3Y | +52.6% | +65.5% | -13.0% | +25.8% |
| 5Y | +116.5% | +12.1% | +104.4% | +98.7% |
| 10Y | +334.9% | +305.4% | +29.5% | +167.6% |
| All | +2,899.6% | +543.3% | +2,356.3% | +1,196.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling