+290.2%
BN vs BHP
+333.8%
-43.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.0% |
| 7D | -1.0% | -0.5% | -0.5% | -0.7% |
| 30D | +14.0% | -4.5% | +18.5% | +16.4% |
| 3M | -9.0% | -6.9% | -2.1% | -6.2% |
| 6M | -8.8% | -10.6% | +1.7% | -5.0% |
| YTD | -10.3% | +37.2% | -47.5% | -26.1% |
| 1Y | -5.8% | +48.0% | -53.8% | -25.6% |
| 3Y | +94.8% | +52.6% | +42.2% | +48.6% |
| 5Y | +31.5% | +116.5% | -85.0% | -18.6% |
| All | +290.2% | +333.8% | -43.5% | +71.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling