+204.6%
BHP vs ESI
+224.6%
-20.0%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.3% | -1.4% |
| 7D | -2.9% | +3.3% | -6.2% | -4.1% |
| 30D | +3.4% | -5.9% | +9.2% | +5.3% |
| 3M | +4.1% | -14.1% | +18.2% | +9.0% |
| 6M | +20.6% | +6.6% | +14.0% | +15.7% |
| YTD | +56.1% | +45.0% | +11.0% | +33.0% |
| 1Y | +69.6% | +41.5% | +28.1% | +45.2% |
| 3Y | +78.8% | +78.8% | 0.0% | +37.0% |
| 5Y | +113.1% | +70.9% | +42.2% | +62.1% |
| 10Y | +505.9% | +317.1% | +188.8% | +215.5% |
| All | +204.6% | +224.6% | -20.0% | +79.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling