+123.9%
BHP vs S
-72.3%
+196.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.0% | +1.9% |
| 7D | +1.3% | -5.8% | +7.1% | +1.8% |
| 30D | +4.0% | -9.2% | +13.2% | +4.6% |
| 3M | +12.3% | +23.4% | -11.1% | +9.8% |
| 6M | +30.8% | +36.9% | -6.1% | +26.2% |
| YTD | +58.8% | +29.5% | +29.2% | +53.6% |
| 1Y | +76.8% | +5.4% | +71.4% | +74.1% |
| 3Y | +87.5% | +14.7% | +72.8% | +80.0% |
| 5Y | +123.9% | -71.5% | +195.4% | +121.1% |
| All | +123.9% | -72.3% | +196.2% | +121.1% |
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