+15,786.9%
BN vs BHP
+7,031.6%
+8,755.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.3% |
| 7D | -0.3% | +2.5% | -2.7% | -1.2% |
| 30D | +13.6% | -5.2% | +18.8% | +15.7% |
| 3M | -6.7% | -8.7% | +2.1% | -3.8% |
| 6M | -9.0% | -6.9% | -2.1% | -7.5% |
| YTD | -8.8% | +39.0% | -47.7% | -20.8% |
| 1Y | -10.6% | +48.9% | -59.6% | -24.5% |
| 3Y | +98.8% | +55.4% | +43.4% | +63.9% |
| 5Y | +33.6% | +119.2% | -85.6% | -4.1% |
| 10Y | +298.3% | +340.5% | -42.2% | +117.0% |
| All | +15,786.9% | +7,031.6% | +8,755.4% | +4,425.5% |
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 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