+53.4%
BHP vs BRO
-3.6%
+57.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.5% | -1.9% | +3.9% |
| 7D | -2.5% | +12.4% | -15.0% | +1.2% |
| 30D | -7.7% | +21.6% | -29.3% | -1.8% |
| 3M | -6.4% | +4.3% | -10.7% | -4.7% |
| 6M | +5.2% | +29.2% | -24.0% | +15.1% |
| YTD | +38.3% | -6.4% | +44.7% | +41.6% |
| 1Y | +53.4% | -5.3% | +58.7% | +57.5% |
| All | +53.4% | -3.6% | +57.0% | +57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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