+476.4%
BHP vs BRO
+294.2%
+182.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -3.6% | -7.3% | +3.7% | -1.2% |
| 30D | -1.2% | -6.9% | +5.7% | +1.1% |
| 3M | +1.2% | +10.7% | -9.5% | -3.7% |
| 6M | +21.4% | -2.7% | +24.1% | +20.7% |
| YTD | +50.4% | -16.3% | +66.7% | +57.8% |
| 1Y | +67.5% | -29.1% | +96.6% | +87.8% |
| 3Y | +72.8% | -7.8% | +80.7% | +64.6% |
| 5Y | +112.6% | +18.7% | +93.9% | +68.0% |
| All | +476.4% | +294.2% | +182.2% | +150.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling