+5.7%
BP vs BHP
-4.9%
+10.5%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +1.0% |
| 7D | +2.5% | +2.5% | 0.0% | +2.8% |
| 30D | -5.6% | -5.2% | -0.4% | -5.8% |
| 3M | +8.0% | -8.7% | +16.8% | +7.4% |
| 6M | +5.7% | -6.9% | +12.5% | +5.3% |
| All | +5.7% | -4.9% | +10.5% | +5.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling