+96.4%
BHP vs S
-56.8%
+153.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -2.9% | -7.7% | +4.8% | -2.3% |
| 30D | +3.4% | -5.3% | +8.7% | +3.6% |
| 3M | +4.1% | +20.3% | -16.2% | +2.1% |
| 6M | +20.6% | +47.4% | -26.8% | +15.7% |
| YTD | +56.1% | +32.5% | +23.5% | +50.9% |
| 1Y | +69.6% | +9.5% | +60.1% | +66.5% |
| 3Y | +78.8% | +15.5% | +63.3% | +71.8% |
| 5Y | +113.1% | -71.2% | +184.3% | +112.9% |
| All | +96.4% | -56.8% | +153.1% | +93.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling