+248.8%
BHP vs ACWI
+330.0%
-81.2%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +0.9% | -2.4% | +3.3% | +4.2% |
| 30D | -6.3% | -5.2% | -1.1% | +1.0% |
| 3M | -7.1% | -4.8% | -2.3% | -0.5% |
| 6M | -3.2% | -1.3% | -1.9% | -0.9% |
| YTD | +37.9% | +8.4% | +29.5% | +24.6% |
| 1Y | +49.7% | +11.0% | +38.7% | +30.8% |
| 3Y | +51.7% | +70.6% | -18.9% | -28.1% |
| 5Y | +122.0% | +55.3% | +66.7% | +18.8% |
| 10Y | +382.4% | +223.2% | +159.2% | -11.3% |
| All | +248.8% | +330.0% | -81.2% | -50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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