+623.0%
BHP vs ET
+1,447.8%
-824.9%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | 0.0% |
| 7D | +0.9% | +0.6% | +0.2% | +0.6% |
| 30D | +4.0% | +5.3% | -1.3% | +1.9% |
| 3M | +11.3% | +15.6% | -4.4% | +4.8% |
| 6M | +29.3% | +20.6% | +8.7% | +19.5% |
| YTD | +59.2% | +38.5% | +20.7% | +39.3% |
| 1Y | +80.8% | +35.7% | +45.1% | +59.3% |
| 3Y | +88.0% | +98.4% | -10.4% | +40.8% |
| 5Y | +126.6% | +245.3% | -118.6% | +35.8% |
| 10Y | +515.7% | +173.7% | +342.0% | +262.2% |
| All | +623.0% | +1,447.8% | -824.9% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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