+74.7%
BND vs BHP
+404.1%
-329.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.3% | +4.7% | -0.6% |
| 7D | -0.9% | -3.7% | +2.8% | -0.9% |
| 30D | -1.0% | -0.8% | -0.1% | -1.0% |
| 3M | -1.2% | +7.6% | -8.8% | -1.2% |
| 6M | -2.0% | +20.8% | -22.8% | -2.0% |
| YTD | -1.2% | +50.8% | -51.9% | -1.1% |
| 1Y | -0.5% | +70.9% | -71.4% | -0.3% |
| 3Y | +12.4% | +78.0% | -65.6% | +12.6% |
| 5Y | -2.5% | +113.1% | -115.6% | -2.1% |
| 10Y | +15.0% | +483.0% | -468.1% | +16.7% |
| All | +74.7% | +404.1% | -329.4% | +76.0% |
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