+111.8%
BHP vs INVH
-20.2%
+132.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | -3.6% | -3.0% | -0.6% | -2.6% |
| 30D | -1.2% | -7.5% | +6.3% | +1.5% |
| 3M | +1.2% | -5.5% | +6.7% | +2.8% |
| 6M | +21.4% | +11.7% | +9.7% | +15.5% |
| YTD | +50.4% | +1.3% | +49.1% | +48.1% |
| 1Y | +67.5% | -6.1% | +73.6% | +69.6% |
| 3Y | +72.8% | -9.8% | +82.6% | +75.3% |
| All | +111.8% | -20.2% | +132.0% | +115.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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