+515.7%
BHP vs ARWR
+978.7%
-463.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +0.6% |
| 7D | +0.9% | -3.2% | +4.1% | +1.2% |
| 30D | +4.0% | -6.5% | +10.5% | +4.7% |
| 3M | +11.3% | +12.7% | -1.4% | +9.6% |
| 6M | +29.3% | +36.2% | -6.9% | +24.7% |
| YTD | +59.2% | +24.5% | +34.8% | +54.6% |
| 1Y | +80.8% | +198.0% | -117.1% | +59.9% |
| 3Y | +88.0% | +176.4% | -88.4% | +60.2% |
| 5Y | +126.6% | +26.6% | +100.1% | +101.0% |
| 10Y | +515.7% | +1,054.1% | -538.3% | +372.7% |
| All | +515.7% | +978.7% | -463.0% | +372.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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