+355.9%
BHP vs SPXU
-100.0%
+455.9%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +2.4% |
| 7D | +1.3% | -1.5% | +2.7% | +0.7% |
| 30D | +4.0% | +3.7% | +0.2% | +5.6% |
| 3M | +12.3% | -9.6% | +21.9% | +8.9% |
| 6M | +30.8% | -32.4% | +63.2% | +15.0% |
| YTD | +58.8% | -28.7% | +87.5% | +43.6% |
| 1Y | +76.8% | -38.2% | +115.1% | +52.4% |
| 3Y | +87.5% | -80.4% | +167.9% | +12.2% |
| 5Y | +123.9% | -86.0% | +209.9% | +37.6% |
| 10Y | +504.4% | -99.5% | +603.9% | +23.6% |
| All | +355.9% | -100.0% | +455.9% | -80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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