+48.4%
BHP vs AS
+131.9%
-83.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.6% | +1.6% |
| 7D | +2.4% | -3.0% | +5.4% | +2.9% |
| 30D | -5.4% | +9.6% | -14.9% | -6.8% |
| 3M | -6.9% | -8.2% | +1.3% | -5.7% |
| 6M | -4.3% | -9.9% | +5.6% | -3.0% |
| YTD | +41.6% | -16.8% | +58.4% | +44.5% |
| 1Y | +53.3% | +3.0% | +50.3% | +51.9% |
| All | +48.4% | +131.9% | -83.5% | +26.6% |
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