+5,244.0%
BHP vs SPY
+3,034.0%
+2,210.0%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -0.9% |
| 7D | -0.5% | +2.6% | -3.1% | -3.2% |
| 30D | -4.5% | -2.0% | -2.5% | -2.5% |
| 3M | -6.9% | -2.8% | -4.1% | -4.0% |
| 6M | -10.6% | +2.1% | -12.7% | -12.3% |
| YTD | +37.2% | +11.5% | +25.7% | +22.9% |
| 1Y | +48.0% | +13.5% | +34.6% | +30.1% |
| 3Y | +52.6% | +77.7% | -25.1% | -18.9% |
| 5Y | +116.5% | +72.6% | +43.9% | +16.8% |
| 10Y | +334.9% | +308.2% | +26.8% | -8.3% |
| All | +5,244.0% | +3,034.0% | +2,210.0% | +213.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling