+476.4%
BHP vs BR
+189.7%
+286.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -3.6% | -3.0% | -0.6% | -2.4% |
| 30D | -1.2% | -0.3% | -0.9% | -1.2% |
| 3M | +1.2% | +17.3% | -16.1% | -6.2% |
| 6M | +21.4% | -6.7% | +28.1% | +23.8% |
| YTD | +50.4% | -23.4% | +73.9% | +66.6% |
| 1Y | +67.5% | -32.7% | +100.2% | +97.5% |
| 3Y | +72.8% | -5.9% | +78.7% | +68.6% |
| 5Y | +112.6% | +8.4% | +104.2% | +87.2% |
| All | +476.4% | +189.7% | +286.8% | +240.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling