+53.4%
BHP vs BR
-14.2%
+67.6%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.0% | -0.4% | +3.2% |
| 7D | -2.5% | +7.0% | -9.5% | -1.2% |
| 30D | -7.7% | +19.0% | -26.7% | -4.4% |
| 3M | -6.4% | +13.1% | -19.5% | -3.7% |
| 6M | +5.2% | +24.6% | -19.5% | +11.2% |
| YTD | +38.3% | -13.6% | +51.9% | +37.3% |
| 1Y | +53.4% | -13.1% | +66.5% | +53.6% |
| All | +53.4% | -14.2% | +67.6% | +53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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