+51.3%
BHP vs CAPR
+47.8%
+3.5%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.9% | +7.8% | -2.0% |
| 7D | +3.8% | +7.6% | -3.8% | +3.8% |
| 30D | -6.5% | +13.3% | -19.8% | -6.6% |
| 3M | -8.5% | +130.4% | -138.9% | -9.3% |
| 6M | -2.2% | -70.8% | +68.6% | -1.7% |
| YTD | +40.0% | -69.3% | +109.3% | +40.6% |
| 1Y | +51.3% | +59.5% | -8.2% | +47.6% |
| All | +51.3% | +47.8% | +3.5% | +47.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling