+126.6%
BHP vs SPY
+81.0%
+45.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.7% |
| 7D | +0.9% | -0.4% | +1.3% | +1.2% |
| 30D | +4.0% | -1.4% | +5.4% | +5.3% |
| 3M | +11.3% | +3.7% | +7.5% | +7.8% |
| 6M | +29.3% | +13.0% | +16.3% | +16.8% |
| YTD | +59.2% | +12.4% | +46.8% | +44.6% |
| 1Y | +80.8% | +18.5% | +62.3% | +57.1% |
| 3Y | +88.0% | +77.6% | +10.4% | +15.1% |
| 5Y | +126.6% | +81.7% | +45.0% | +31.3% |
| All | +126.6% | +81.0% | +45.7% | +31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling