+111.8%
BHP vs BRO
+17.6%
+94.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -3.6% | -7.3% | +3.7% | -2.9% |
| 30D | -1.2% | -6.9% | +5.7% | -0.5% |
| 3M | +1.2% | +10.7% | -9.5% | -0.6% |
| 6M | +21.4% | -2.7% | +24.1% | +21.7% |
| YTD | +50.4% | -16.3% | +66.7% | +54.9% |
| 1Y | +67.5% | -29.1% | +96.6% | +78.8% |
| 3Y | +72.8% | -7.8% | +80.7% | +68.4% |
| All | +111.8% | +17.6% | +94.2% | +79.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling