+423.9%
BHP vs HBM
+456.2%
-32.3%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -0.9% |
| 7D | -0.5% | +2.2% | -2.7% | -1.4% |
| 30D | -4.5% | -11.8% | +7.3% | -0.3% |
| 3M | -6.9% | -19.2% | +12.3% | 0.0% |
| 6M | -10.6% | -22.9% | +12.3% | -3.4% |
| YTD | +37.2% | +7.8% | +29.4% | +29.5% |
| 1Y | +48.0% | +34.9% | +13.1% | +28.5% |
| 3Y | +52.6% | +422.2% | -369.7% | -23.8% |
| 5Y | +116.5% | +192.8% | -76.4% | +25.2% |
| 10Y | +334.9% | +281.1% | +53.8% | +79.8% |
| All | +423.9% | +456.2% | -32.3% | +53.8% |
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