+7,943.2%
BHP vs ES
+1,243.3%
+6,699.9%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.2% | -0.1% |
| 7D | -2.9% | +0.3% | -3.2% | -3.0% |
| 30D | +3.4% | -2.0% | +5.3% | +4.0% |
| 3M | +4.1% | +1.7% | +2.4% | +3.0% |
| 6M | +20.6% | -3.5% | +24.1% | +21.5% |
| YTD | +56.1% | +7.9% | +48.2% | +50.7% |
| 1Y | +69.6% | +17.2% | +52.4% | +57.7% |
| 3Y | +78.8% | +29.3% | +49.5% | +57.5% |
| 5Y | +113.1% | -5.7% | +118.8% | +108.4% |
| 10Y | +505.9% | +85.2% | +420.7% | +341.7% |
| All | +7,943.2% | +1,243.3% | +6,699.9% | +3,465.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling