+82.4%
BHP vs ESI
+83.5%
-1.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.2% | +1.5% |
| 7D | +1.3% | +5.4% | -4.1% | -0.7% |
| 30D | +4.0% | -4.2% | +8.2% | +5.3% |
| 3M | +12.3% | -9.6% | +21.9% | +15.2% |
| 6M | +30.8% | +18.3% | +12.5% | +20.3% |
| YTD | +58.8% | +45.8% | +12.9% | +34.1% |
| 1Y | +76.8% | +39.2% | +37.7% | +51.3% |
| All | +82.4% | +83.5% | -1.1% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 3y: compounded portfolio wealth divided by compounded ESI 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…
3y analysis · Full analysis span regression · 6 months rolling