+1,335.7%
BP vs BHP
+7,909.4%
-6,573.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +0.7% |
| 7D | +3.9% | -2.9% | +6.8% | +5.1% |
| 30D | +7.6% | +3.4% | +4.2% | +5.9% |
| 3M | +0.7% | +4.1% | -3.4% | -1.9% |
| 6M | +15.5% | +20.6% | -5.1% | +4.3% |
| YTD | +30.8% | +56.1% | -25.2% | +5.8% |
| 1Y | +34.3% | +69.6% | -35.3% | +4.4% |
| 3Y | +35.1% | +78.8% | -43.8% | +0.9% |
| 5Y | +126.8% | +113.1% | +13.8% | +54.3% |
| 10Y | +123.4% | +505.9% | -382.5% | +1.9% |
| All | +1,335.7% | +7,909.4% | -6,573.7% | +223.7% |
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 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