+7,652.3%
BHP vs NYT
+758.3%
+6,894.0%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | -3.6% | -0.6% | -3.0% | -3.4% |
| 30D | -1.2% | +4.6% | -5.8% | -2.5% |
| 3M | +1.2% | -9.6% | +10.8% | +3.4% |
| 6M | +21.4% | -14.0% | +35.4% | +25.7% |
| YTD | +50.4% | -2.8% | +53.3% | +49.6% |
| 1Y | +67.5% | +15.6% | +51.9% | +57.6% |
| 3Y | +72.8% | +56.3% | +16.5% | +45.6% |
| 5Y | +112.6% | +39.5% | +73.1% | +80.3% |
| 10Y | +481.7% | +488.0% | -6.3% | +201.4% |
| All | +7,652.3% | +758.3% | +6,894.0% | +3,294.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling