+515.7%
BHP vs CAPR
-77.3%
+593.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.6% | +4.9% | +0.4% |
| 7D | +0.9% | -12.6% | +13.5% | +1.1% |
| 30D | +4.0% | +124.4% | -120.4% | +2.1% |
| 3M | +11.3% | -66.8% | +78.0% | +12.1% |
| 6M | +29.3% | -71.8% | +101.1% | +30.6% |
| YTD | +59.2% | -70.1% | +129.3% | +60.5% |
| 1Y | +80.8% | +33.3% | +47.5% | +69.6% |
| 3Y | +88.0% | +36.7% | +51.3% | +70.3% |
| 5Y | +126.6% | +72.5% | +54.2% | +101.3% |
| 10Y | +515.7% | -77.3% | +593.0% | +429.3% |
| All | +515.7% | -77.3% | +593.0% | +429.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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