+89.7%
BHP vs S
-56.9%
+146.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.9% | -7.2% | -5.5% |
| 7D | -3.7% | +0.1% | -3.8% | -3.7% |
| 30D | -0.8% | -11.8% | +11.0% | 0.0% |
| 3M | +7.6% | +33.9% | -26.3% | +4.5% |
| 6M | +20.8% | +40.1% | -19.3% | +16.4% |
| YTD | +50.8% | +32.1% | +18.7% | +45.7% |
| 1Y | +70.9% | +11.0% | +59.9% | +67.5% |
| 3Y | +78.0% | +16.9% | +61.1% | +70.9% |
| 5Y | +113.1% | -68.9% | +182.0% | +111.9% |
| All | +89.7% | -56.9% | +146.6% | +86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling