+4,528.9%
BHP vs ARWR
-97.0%
+4,626.0%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.2% | -0.3% |
| 7D | -2.9% | +1.7% | -4.6% | -2.9% |
| 30D | +3.4% | -0.7% | +4.0% | +3.4% |
| 3M | +4.1% | +14.9% | -10.8% | +4.0% |
| 6M | +20.6% | +32.6% | -12.0% | +20.4% |
| YTD | +56.1% | +30.0% | +26.0% | +55.8% |
| 1Y | +69.6% | +208.4% | -138.8% | +68.4% |
| 3Y | +78.8% | +208.8% | -130.0% | +77.2% |
| 5Y | +113.1% | +27.8% | +85.2% | +111.7% |
| 10Y | +505.9% | +1,107.6% | -601.7% | +494.7% |
| All | +4,528.9% | -97.0% | +4,626.0% | +4,453.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling