+49.9%
BHP vs AS
+142.2%
-92.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.1% | +0.6% | +3.2% |
| 7D | +3.5% | +5.8% | -2.4% | +2.5% |
| 30D | -4.5% | +15.4% | -19.8% | -6.8% |
| 3M | -6.4% | -11.9% | +5.5% | -4.6% |
| 6M | -0.1% | -9.9% | +9.8% | +1.2% |
| YTD | +43.0% | -13.1% | +56.1% | +44.9% |
| 1Y | +56.5% | +9.9% | +46.6% | +53.5% |
| All | +49.9% | +142.2% | -92.4% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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