+33.2%
BN vs BHP
+126.1%
-92.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.0% |
| 7D | -3.0% | +0.9% | -3.9% | -3.5% |
| 30D | -13.0% | +4.0% | -17.0% | -14.8% |
| 3M | -15.2% | +11.3% | -26.5% | -20.2% |
| 6M | -5.9% | +29.3% | -35.2% | -18.5% |
| YTD | -15.8% | +59.2% | -75.0% | -35.0% |
| 1Y | -12.2% | +80.8% | -93.0% | -36.9% |
| 3Y | +72.2% | +88.0% | -15.8% | +18.7% |
| 5Y | +33.2% | +126.6% | -93.4% | -13.5% |
| All | +33.2% | +126.1% | -92.9% | -13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling