+66.0%
BHP vs BNS
+50.5%
+15.5%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -1.7% |
| 7D | -5.0% | +1.5% | -6.5% | -5.9% |
| 30D | +1.2% | +6.0% | -4.8% | -2.9% |
| 3M | +1.8% | +16.3% | -14.5% | -9.6% |
| 6M | +18.0% | +27.3% | -9.3% | -4.2% |
| YTD | +52.7% | +28.5% | +24.2% | +23.6% |
| 1Y | +66.0% | +49.0% | +17.0% | +23.9% |
| All | +66.0% | +50.5% | +15.5% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 1y: compounded portfolio wealth divided by compounded BNS 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…
1y analysis · Full analysis span regression · 6 months rolling