+506.2%
BHP vs HBM
+654.4%
-148.1%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.8% | -4.0% | -0.4% |
| 7D | +1.3% | +7.4% | -6.1% | -1.4% |
| 30D | +4.0% | +5.1% | -1.1% | +1.9% |
| 3M | +12.3% | +11.1% | +1.2% | +7.1% |
| 6M | +30.8% | +30.2% | +0.6% | +16.7% |
| YTD | +58.8% | +46.2% | +12.6% | +34.6% |
| 1Y | +76.8% | +120.0% | -43.2% | +28.0% |
| 3Y | +87.5% | +527.4% | -440.0% | -12.4% |
| 5Y | +123.9% | +400.4% | -276.5% | +6.9% |
| 10Y | +504.4% | +621.5% | -117.1% | +97.1% |
| All | +506.2% | +654.4% | -148.1% | +59.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling