+130.4%
BHP vs S
-66.6%
+197.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.0% | -4.3% | +3.0% |
| 7D | +3.5% | +1.6% | +1.9% | +3.3% |
| 30D | -4.5% | -10.5% | +6.0% | -3.7% |
| 3M | -6.4% | +9.9% | -16.3% | -7.6% |
| 6M | -0.1% | +41.8% | -41.8% | -3.9% |
| YTD | +43.0% | +56.8% | -13.8% | +35.6% |
| 1Y | +56.5% | +39.0% | +17.5% | +49.9% |
| 3Y | +62.0% | +53.8% | +8.2% | +51.0% |
| 5Y | +130.4% | -68.6% | +199.0% | +143.8% |
| All | +130.4% | -66.6% | +197.0% | +143.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling