+53.3%
BHP vs S
+38.7%
+14.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +1.1% |
| 7D | +2.4% | +1.2% | +1.2% | +2.3% |
| 30D | -5.4% | -7.3% | +2.0% | -5.5% |
| 3M | -6.9% | +5.9% | -12.7% | -6.3% |
| 6M | -4.3% | +45.6% | -50.0% | -4.0% |
| YTD | +41.6% | +58.5% | -16.9% | +42.2% |
| 1Y | +53.3% | +37.6% | +15.7% | +56.3% |
| All | +53.3% | +38.7% | +14.7% | +56.3% |
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