+53.4%
BHP vs ES
-1.6%
+55.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.1% | +0.5% | +2.4% |
| 7D | -2.5% | +5.3% | -7.9% | -2.8% |
| 30D | -7.7% | +8.9% | -16.6% | -8.2% |
| 3M | -6.4% | -1.9% | -4.4% | -6.2% |
| 6M | +5.2% | +3.9% | +1.3% | +4.4% |
| YTD | +38.3% | +8.3% | +30.0% | +36.9% |
| 1Y | +53.4% | -0.1% | +53.5% | +52.1% |
| All | +53.4% | -1.6% | +55.0% | +52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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