+84.3%
BHP vs S
+16.4%
+67.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -2.9% | -7.7% | +4.8% | -2.2% |
| 30D | +3.4% | -5.3% | +8.7% | +3.6% |
| 3M | +4.1% | +20.3% | -16.2% | +1.6% |
| 6M | +20.6% | +47.4% | -26.8% | +14.3% |
| YTD | +56.1% | +32.5% | +23.5% | +49.5% |
| 1Y | +69.6% | +9.5% | +60.1% | +66.2% |
| All | +84.3% | +16.4% | +67.9% | +70.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling