-34.8%
BROS vs BHP
+65.8%
-100.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.2% | +1.7% |
| 7D | -6.7% | -5.0% | -1.7% | -4.8% |
| 30D | -29.1% | +1.2% | -30.2% | -29.4% |
| 3M | -16.7% | +1.8% | -18.5% | -17.7% |
| 6M | -11.6% | +18.0% | -29.6% | -20.3% |
| YTD | -23.9% | +52.7% | -76.6% | -39.5% |
| 1Y | -34.8% | +66.0% | -100.8% | -51.8% |
| All | -34.8% | +65.8% | -100.6% | -51.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling