+15,531.3%
BN vs BHP
+6,941.2%
+8,590.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.1% |
| 7D | -1.0% | -0.5% | -0.5% | -0.8% |
| 30D | +14.0% | -4.5% | +18.5% | +15.8% |
| 3M | -9.0% | -6.9% | -2.1% | -6.9% |
| 6M | -8.8% | -10.6% | +1.7% | -5.9% |
| YTD | -10.3% | +37.2% | -47.5% | -21.7% |
| 1Y | -5.8% | +48.0% | -53.8% | -20.2% |
| 3Y | +94.8% | +52.6% | +42.2% | +61.7% |
| 5Y | +31.5% | +116.5% | -85.0% | -5.2% |
| 10Y | +291.9% | +334.9% | -43.0% | +114.6% |
| All | +15,531.3% | +6,941.2% | +8,590.1% | +4,374.4% |
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