+44.5%
BHP vs AS
+134.9%
-90.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.6% |
| 7D | +0.9% | +6.9% | -6.0% | -0.2% |
| 30D | -6.3% | +16.0% | -22.3% | -8.6% |
| 3M | -7.1% | -12.8% | +5.7% | -5.2% |
| 6M | -3.2% | -15.4% | +12.2% | -0.9% |
| YTD | +37.9% | -15.7% | +53.6% | +40.4% |
| 1Y | +49.7% | +6.1% | +43.6% | +47.6% |
| All | +44.5% | +134.9% | -90.4% | +23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling