+3,508.1%
BHP vs BG
+1,181.2%
+2,326.9%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +0.9% | +0.5% | +0.4% | +0.6% |
| 30D | +4.0% | +10.3% | -6.3% | -0.7% |
| 3M | +11.3% | -1.9% | +13.1% | +11.0% |
| 6M | +29.3% | +5.2% | +24.1% | +24.4% |
| YTD | +59.2% | +41.2% | +18.1% | +34.1% |
| 1Y | +80.8% | +50.5% | +30.3% | +46.5% |
| 3Y | +88.0% | +19.9% | +68.1% | +64.3% |
| 5Y | +126.6% | +86.7% | +39.9% | +56.6% |
| 10Y | +515.7% | +167.5% | +348.3% | +229.3% |
| All | +3,508.1% | +1,181.2% | +2,326.9% | +1,779.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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