+123.9%
BHP vs CAPR
+87.6%
+36.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.6% | +5.4% | +1.8% |
| 7D | +1.3% | -9.5% | +10.8% | +1.4% |
| 30D | +4.0% | +121.5% | -117.5% | +2.7% |
| 3M | +12.3% | -65.4% | +77.7% | +12.9% |
| 6M | +30.8% | -67.5% | +98.4% | +31.6% |
| YTD | +58.8% | -68.6% | +127.4% | +59.7% |
| 1Y | +76.8% | +42.7% | +34.2% | +68.9% |
| 3Y | +87.5% | +43.4% | +44.1% | +68.7% |
| 5Y | +123.9% | +86.0% | +37.9% | +91.8% |
| All | +123.9% | +87.6% | +36.3% | +91.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling