+7,006.5%
BHP vs ES
+1,235.9%
+5,770.6%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.6% | +2.7% |
| 7D | +0.9% | +1.9% | -1.0% | +0.2% |
| 30D | -6.3% | +7.1% | -13.3% | -8.7% |
| 3M | -7.1% | -1.9% | -5.2% | -6.7% |
| 6M | -3.2% | +4.4% | -7.5% | -5.3% |
| YTD | +37.9% | +7.3% | +30.6% | +33.2% |
| 1Y | +49.7% | +2.1% | +47.6% | +46.5% |
| 3Y | +51.7% | +41.8% | +9.8% | +29.2% |
| 5Y | +122.0% | +1.4% | +120.6% | +111.1% |
| 10Y | +382.4% | +86.8% | +295.6% | +249.9% |
| All | +7,006.5% | +1,235.9% | +5,770.6% | +3,050.4% |
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 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