+47.5%
BP vs BHP
+58.0%
-10.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.4% |
| 7D | -6.3% | +3.8% | -10.2% | -7.0% |
| 30D | -3.6% | -6.5% | +2.9% | -2.4% |
| 3M | +5.2% | -8.5% | +13.8% | +6.8% |
| 6M | +5.3% | -2.2% | +7.5% | +4.5% |
| YTD | +33.1% | +40.0% | -6.9% | +15.6% |
| 1Y | +26.3% | +51.3% | -25.0% | +6.4% |
| 3Y | +47.5% | +56.5% | -9.0% | +20.7% |
| All | +47.5% | +58.0% | -10.5% | +20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling