+119.6%
BHP vs ESI
+36.5%
+83.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.5% | -1.0% |
| 7D | -0.5% | +5.5% | -6.0% | -2.6% |
| 30D | -4.5% | -7.8% | +3.2% | -1.8% |
| 3M | -6.9% | -15.0% | +8.1% | -1.6% |
| 6M | -10.6% | -24.9% | +14.3% | -1.6% |
| YTD | +37.2% | +33.2% | +4.0% | +17.4% |
| 1Y | +48.0% | +24.9% | +23.1% | +29.9% |
| 3Y | +52.6% | +77.8% | -25.2% | +9.6% |
| All | +119.6% | +36.5% | +83.1% | +73.0% |
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