-35.2%
BROS vs BHP
+46.1%
-81.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.3% | +7.8% | +7.0% |
| 7D | +6.3% | -0.5% | +6.8% | +6.6% |
| 30D | -8.3% | -4.5% | -3.8% | -6.8% |
| 3M | -29.8% | -6.9% | -22.9% | -28.1% |
| 6M | -25.8% | -10.6% | -15.3% | -23.2% |
| YTD | -41.4% | +37.2% | -78.6% | -51.4% |
| 1Y | -35.2% | +48.0% | -83.2% | -50.6% |
| All | -35.2% | +46.1% | -81.3% | -50.6% |
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