+67.5%
BHP vs NYT
+17.8%
+49.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | -3.6% | -0.6% | -3.0% | -3.6% |
| 30D | -1.2% | +4.6% | -5.8% | -1.3% |
| 3M | +1.2% | -9.6% | +10.8% | +1.2% |
| 6M | +21.4% | -14.0% | +35.4% | +22.3% |
| YTD | +50.4% | -2.8% | +53.3% | +50.9% |
| 1Y | +67.5% | +15.6% | +51.9% | +68.8% |
| All | +67.5% | +17.8% | +49.7% | +68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 1y: compounded portfolio wealth divided by compounded NYT 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…
1y analysis · Full analysis span regression · 6 months rolling