+469.3%
BHP vs BR
+1,281.7%
-812.4%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.5% |
| 7D | +0.9% | -5.0% | +5.9% | +3.8% |
| 30D | +4.0% | -2.5% | +6.5% | +5.4% |
| 3M | +11.3% | +13.5% | -2.2% | +1.8% |
| 6M | +29.3% | -9.4% | +38.7% | +34.1% |
| YTD | +59.2% | -23.3% | +82.5% | +79.9% |
| 1Y | +80.8% | -31.6% | +112.4% | +118.8% |
| 3Y | +88.0% | -5.1% | +93.1% | +80.5% |
| 5Y | +126.6% | +8.2% | +118.5% | +92.5% |
| 10Y | +515.7% | +189.8% | +325.9% | +151.5% |
| All | +469.3% | +1,281.7% | -812.4% | -28.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling