+5,304.0%
BHP vs BB
+258.8%
+5,045.2%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -2.9% | -5.6% | +2.7% | -2.1% |
| 30D | +3.4% | -11.8% | +15.2% | +5.0% |
| 3M | +4.1% | -25.5% | +29.6% | +7.5% |
| 6M | +20.6% | +121.3% | -100.7% | +6.3% |
| YTD | +56.1% | +103.2% | -47.1% | +39.0% |
| 1Y | +69.6% | +102.6% | -33.0% | +50.5% |
| 3Y | +78.8% | +37.5% | +41.3% | +60.3% |
| 5Y | +113.1% | -30.4% | +143.5% | +103.2% |
| 10Y | +505.9% | 0.0% | +505.9% | +380.4% |
| All | +5,304.0% | +258.8% | +5,045.2% | +3,479.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling