+126.6%
BHP vs ESI
+74.4%
+52.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.7% |
| 7D | +0.9% | +3.9% | -3.0% | -0.6% |
| 30D | +4.0% | -3.8% | +7.8% | +5.2% |
| 3M | +11.3% | -13.1% | +24.4% | +16.1% |
| 6M | +29.3% | +11.3% | +18.0% | +21.4% |
| YTD | +59.2% | +44.1% | +15.1% | +33.9% |
| 1Y | +80.8% | +40.3% | +40.5% | +52.9% |
| 3Y | +88.0% | +84.1% | +3.9% | +36.7% |
| 5Y | +126.6% | +75.8% | +50.8% | +55.5% |
| All | +126.6% | +74.4% | +52.2% | +55.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling