+504.4%
BHP vs ES
+85.1%
+419.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.6% |
| 7D | +1.3% | +1.4% | -0.1% | +0.8% |
| 30D | +4.0% | -1.2% | +5.1% | +4.2% |
| 3M | +12.3% | +5.0% | +7.3% | +10.3% |
| 6M | +30.8% | -2.8% | +33.6% | +31.4% |
| YTD | +58.8% | +8.6% | +50.2% | +53.8% |
| 1Y | +76.8% | +18.9% | +57.9% | +65.1% |
| 3Y | +87.5% | +32.1% | +55.3% | +66.5% |
| 5Y | +123.9% | -5.1% | +129.0% | +119.6% |
| 10Y | +504.4% | +84.2% | +420.2% | +456.2% |
| All | +504.4% | +85.1% | +419.2% | +456.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling