+119.6%
BHP vs RUN
-85.3%
+204.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.4% |
| 7D | -0.5% | -13.5% | +13.0% | +0.7% |
| 30D | -4.5% | +18.3% | -22.8% | -6.2% |
| 3M | -6.9% | -12.5% | +5.6% | -6.2% |
| 6M | -10.6% | -40.3% | +29.8% | -7.3% |
| YTD | +37.2% | -53.1% | +90.3% | +43.0% |
| 1Y | +48.0% | -54.3% | +102.3% | +54.3% |
| 3Y | +52.6% | -6.5% | +59.1% | +37.4% |
| All | +119.6% | -85.3% | +204.9% | +135.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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