+8,082.8%
BHP vs HRB
+3,134.5%
+4,948.4%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.5% | +8.2% | +3.4% |
| 7D | +1.3% | -9.1% | +10.3% | +3.6% |
| 30D | +4.0% | +0.3% | +3.7% | +3.3% |
| 3M | +12.3% | +23.4% | -11.1% | +5.1% |
| 6M | +30.8% | +45.1% | -14.3% | +15.3% |
| YTD | +58.8% | +8.9% | +49.9% | +49.9% |
| 1Y | +76.8% | -7.9% | +84.8% | +74.2% |
| 3Y | +87.5% | +27.9% | +59.5% | +65.3% |
| 5Y | +123.9% | +108.3% | +15.6% | +67.2% |
| 10Y | +504.4% | +208.4% | +295.9% | +272.5% |
| All | +8,082.8% | +3,134.5% | +4,948.4% | +2,934.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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