+440.3%
BHP vs CAPR
-99.0%
+539.3%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +9.4% | -5.7% | +3.6% |
| 7D | +3.5% | +36.0% | -32.6% | +3.0% |
| 30D | -4.5% | +25.8% | -30.3% | -4.9% |
| 3M | -6.4% | +140.8% | -147.2% | -8.0% |
| 6M | -0.1% | -67.6% | +67.5% | +0.5% |
| YTD | +43.0% | -65.9% | +108.9% | +43.5% |
| 1Y | +56.5% | +66.1% | -9.6% | +47.9% |
| 3Y | +62.0% | +256.9% | -194.8% | +48.1% |
| 5Y | +130.4% | +172.1% | -41.7% | +109.4% |
| 10Y | +349.1% | -64.7% | +413.7% | +290.2% |
| All | +440.3% | -99.0% | +539.3% | +353.6% |
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 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