+111.8%
BHP vs BNS
+94.7%
+17.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.7% |
| 7D | -3.6% | -0.4% | -3.2% | -3.4% |
| 30D | -1.2% | +3.5% | -4.6% | -4.0% |
| 3M | +1.2% | +14.1% | -12.9% | -8.5% |
| 6M | +21.4% | +33.8% | -12.4% | -2.2% |
| YTD | +50.4% | +29.5% | +21.0% | +24.0% |
| 1Y | +67.5% | +48.4% | +19.1% | +25.1% |
| 3Y | +72.8% | +129.6% | -56.8% | -7.6% |
| All | +111.8% | +94.7% | +17.1% | +24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling