+1,414.8%
BP vs BHP
+6,941.2%
-5,526.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.1% | +1.4% |
| 7D | +3.8% | -0.5% | +4.3% | +3.9% |
| 30D | -5.3% | -4.5% | -0.8% | -3.9% |
| 3M | +9.3% | -6.9% | +16.1% | +11.5% |
| 6M | +7.2% | -10.6% | +17.8% | +9.9% |
| YTD | +38.0% | +37.2% | +0.8% | +16.8% |
| 1Y | +33.2% | +48.0% | -14.8% | +9.0% |
| 3Y | +50.3% | +52.6% | -2.3% | +19.1% |
| 5Y | +114.1% | +116.5% | -2.4% | +43.9% |
| 10Y | +140.7% | +334.9% | -194.2% | +23.9% |
| All | +1,414.8% | +6,941.2% | -5,526.4% | +257.3% |
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 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