+2,984.4%
BHP vs BNS
+1,463.9%
+1,520.5%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +1.0% |
| 7D | +0.9% | -1.3% | +2.2% | +1.9% |
| 30D | +4.0% | +4.0% | 0.0% | 0.0% |
| 3M | +11.3% | +13.8% | -2.5% | -1.1% |
| 6M | +29.3% | +32.7% | -3.4% | +0.9% |
| YTD | +59.2% | +27.6% | +31.6% | +28.3% |
| 1Y | +80.8% | +47.4% | +33.4% | +28.6% |
| 3Y | +88.0% | +129.0% | -41.0% | -10.4% |
| 5Y | +126.6% | +92.7% | +33.9% | +24.3% |
| 10Y | +515.7% | +182.1% | +333.6% | +136.4% |
| All | +2,984.4% | +1,463.9% | +1,520.5% | +295.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling