+332.2%
BHP vs BB
+21.8%
+310.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -0.9% |
| 7D | -0.5% | +1.8% | -2.3% | -0.7% |
| 30D | -4.5% | +8.1% | -12.7% | -5.8% |
| 3M | -6.9% | -1.0% | -5.9% | -7.4% |
| 6M | -10.6% | +45.9% | -56.5% | -16.5% |
| YTD | +37.2% | +134.8% | -97.6% | +19.0% |
| 1Y | +48.0% | +104.6% | -56.6% | +30.6% |
| 3Y | +52.6% | +152.8% | -100.3% | +25.2% |
| 5Y | +116.5% | -17.4% | +133.9% | +100.2% |
| All | +332.2% | +21.8% | +310.4% | +218.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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