+123.9%
BHP vs ES
-2.9%
+126.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.6% |
| 7D | +1.3% | +1.4% | -0.1% | +0.9% |
| 30D | +4.0% | -1.2% | +5.1% | +4.2% |
| 3M | +12.3% | +5.0% | +7.3% | +10.4% |
| 6M | +30.8% | -2.8% | +33.6% | +31.3% |
| YTD | +58.8% | +8.6% | +50.2% | +54.1% |
| 1Y | +76.8% | +18.9% | +57.9% | +65.3% |
| 3Y | +87.5% | +32.1% | +55.3% | +66.4% |
| 5Y | +123.9% | -5.1% | +129.0% | +122.4% |
| All | +123.9% | -2.9% | +126.8% | +122.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling