+12,674.7%
BLK vs BHP
+3,257.9%
+9,416.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.3% | +4.4% | +1.2% |
| 7D | -5.2% | -3.7% | -1.5% | -3.8% |
| 30D | -7.0% | -0.8% | -6.2% | -7.0% |
| 3M | +5.7% | +7.6% | -1.9% | +2.0% |
| 6M | +11.0% | +20.8% | -9.8% | +1.8% |
| YTD | +0.9% | +50.8% | -49.9% | -15.6% |
| 1Y | -1.6% | +70.9% | -72.5% | -21.9% |
| 3Y | +64.5% | +78.0% | -13.5% | +26.4% |
| 5Y | +30.9% | +113.1% | -82.2% | -9.1% |
| 10Y | +275.1% | +483.0% | -207.9% | +69.7% |
| All | +12,674.7% | +3,257.9% | +9,416.7% | +4,658.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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