+113.1%
BHP vs HBM
+336.0%
-222.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -7.5% | +2.2% | -2.3% |
| 7D | -3.7% | -3.7% | 0.0% | -2.3% |
| 30D | -0.8% | -3.7% | +2.8% | +0.4% |
| 3M | +7.6% | +8.0% | -0.4% | +3.3% |
| 6M | +20.8% | +15.8% | +5.0% | +11.6% |
| YTD | +50.8% | +34.4% | +16.4% | +30.2% |
| 1Y | +70.9% | +98.2% | -27.2% | +25.4% |
| 3Y | +78.0% | +476.6% | -398.6% | -21.5% |
| 5Y | +113.1% | +331.1% | -218.0% | +0.4% |
| All | +113.1% | +336.0% | -222.9% | +0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling