+15,251.3%
BN vs BHP
+7,909.4%
+7,341.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | -0.1% |
| 7D | -2.5% | -2.9% | +0.4% | -1.4% |
| 30D | -9.5% | +3.4% | -12.9% | -10.8% |
| 3M | -10.4% | +4.1% | -14.5% | -12.3% |
| 6M | -6.4% | +20.6% | -26.9% | -13.6% |
| YTD | -11.9% | +56.1% | -67.9% | -26.6% |
| 1Y | -8.6% | +69.6% | -78.2% | -26.4% |
| 3Y | +77.6% | +78.8% | -1.3% | +39.3% |
| 5Y | +37.0% | +113.1% | -76.0% | -0.8% |
| 10Y | +266.4% | +505.9% | -239.5% | +78.5% |
| All | +15,251.3% | +7,909.4% | +7,341.9% | +4,096.2% |
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