+19.7%
BROS vs BHP
+116.2%
-96.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -5.8% | -3.6% | -2.1% | -4.3% |
| 30D | -14.0% | -1.2% | -12.8% | -13.6% |
| 3M | -32.5% | +1.2% | -33.7% | -33.2% |
| 6M | -14.9% | +21.4% | -36.3% | -22.4% |
| YTD | -28.3% | +50.4% | -78.7% | -40.6% |
| 1Y | -34.0% | +67.5% | -101.5% | -47.9% |
| 3Y | +63.0% | +72.8% | -9.9% | +24.0% |
| All | +19.7% | +116.2% | -96.5% | -18.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling