+476.4%
BHP vs HBM
+619.2%
-142.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -3.6% | -3.3% | -0.3% | -2.5% |
| 30D | -1.2% | -4.8% | +3.6% | +0.4% |
| 3M | +1.2% | -0.4% | +1.6% | +0.5% |
| 6M | +21.4% | +17.9% | +3.5% | +12.4% |
| YTD | +50.4% | +33.7% | +16.7% | +32.0% |
| 1Y | +67.5% | +95.6% | -28.1% | +27.2% |
| 3Y | +72.8% | +458.1% | -385.3% | -14.8% |
| 5Y | +112.6% | +329.0% | -216.4% | +8.6% |
| All | +476.4% | +619.2% | -142.7% | +101.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 10y: compounded portfolio wealth divided by compounded HBM 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…
10y analysis · Full analysis span regression · 6 months rolling