+123.9%
BHP vs ARWR
+29.5%
+94.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.2% | +1.9% |
| 7D | +1.3% | +2.9% | -1.6% | +0.9% |
| 30D | +4.0% | -2.9% | +6.9% | +4.3% |
| 3M | +12.3% | +15.2% | -2.9% | +9.9% |
| 6M | +30.8% | +42.3% | -11.5% | +24.4% |
| YTD | +58.8% | +28.2% | +30.6% | +52.5% |
| 1Y | +76.8% | +213.2% | -136.4% | +51.6% |
| 3Y | +87.5% | +184.6% | -97.2% | +52.6% |
| 5Y | +123.9% | +29.2% | +94.6% | +88.8% |
| All | +123.9% | +29.5% | +94.3% | +88.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling