+1,360.9%
BP vs BHP
+7,085.6%
-5,724.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.8% |
| 7D | -6.3% | +3.8% | -10.2% | -7.8% |
| 30D | -3.6% | -6.5% | +2.9% | -1.4% |
| 3M | +5.2% | -8.5% | +13.8% | +8.2% |
| 6M | +5.3% | -2.2% | +7.5% | +4.1% |
| YTD | +33.1% | +40.0% | -6.9% | +11.7% |
| 1Y | +26.3% | +51.3% | -25.0% | +2.5% |
| 3Y | +47.5% | +56.5% | -9.0% | +15.7% |
| 5Y | +106.2% | +130.2% | -24.0% | +35.1% |
| 10Y | +127.0% | +336.5% | -209.6% | +16.6% |
| All | +1,360.9% | +7,085.6% | -5,724.7% | +241.9% |
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