+113.1%
BHP vs RUN
-81.3%
+194.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.9% | -3.4% | -5.1% |
| 7D | -3.7% | -3.4% | -0.4% | -3.4% |
| 30D | -0.8% | -14.0% | +13.1% | +0.4% |
| 3M | +7.6% | -27.5% | +35.1% | +10.2% |
| 6M | +20.8% | -29.0% | +49.8% | +23.7% |
| YTD | +50.8% | -53.1% | +103.9% | +57.8% |
| 1Y | +70.9% | -46.7% | +117.6% | +76.3% |
| 3Y | +78.0% | -38.3% | +116.3% | +65.6% |
| 5Y | +113.1% | -80.7% | +193.8% | +115.0% |
| All | +113.1% | -81.3% | +194.3% | +115.0% |
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