+489.6%
BHP vs CAPR
-99.1%
+588.7%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.4% |
| 7D | -2.9% | -2.0% | -0.9% | -2.9% |
| 30D | +3.4% | +139.2% | -135.8% | +1.7% |
| 3M | +4.1% | -66.4% | +70.4% | +4.7% |
| 6M | +20.6% | -63.1% | +83.7% | +21.0% |
| YTD | +56.1% | -67.4% | +123.5% | +56.9% |
| 1Y | +69.6% | +58.2% | +11.4% | +60.4% |
| 3Y | +78.8% | +42.2% | +36.6% | +65.8% |
| 5Y | +113.1% | +87.3% | +25.8% | +94.9% |
| 10Y | +505.9% | -75.3% | +581.1% | +429.0% |
| All | +489.6% | -99.1% | +588.7% | +395.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling