+477.8%
BHP vs SPY
+318.9%
+158.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.6% | -4.7% | -4.7% |
| 7D | -3.7% | -2.0% | -1.7% | -1.7% |
| 30D | -0.8% | -1.7% | +0.8% | +0.9% |
| 3M | +7.6% | +4.7% | +2.9% | +2.6% |
| 6M | +20.8% | +12.5% | +8.3% | +7.6% |
| YTD | +50.8% | +11.7% | +39.0% | +35.4% |
| 1Y | +70.9% | +17.5% | +53.4% | +45.8% |
| 3Y | +78.0% | +76.6% | +1.4% | -2.2% |
| 5Y | +113.1% | +82.0% | +31.1% | +11.8% |
| All | +477.8% | +318.9% | +158.9% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling