+80.8%
BHP vs S
+5.0%
+75.8%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +0.9% | -1.2% | +2.1% | +0.9% |
| 30D | +4.0% | -12.6% | +16.6% | +4.1% |
| 3M | +11.3% | +27.6% | -16.3% | +10.4% |
| 6M | +29.3% | +35.5% | -6.1% | +27.7% |
| YTD | +59.2% | +29.6% | +29.6% | +57.8% |
| 1Y | +80.8% | +8.1% | +72.7% | +83.3% |
| All | +80.8% | +5.0% | +75.8% | +83.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling