+18.4%
BROS vs BHP
+116.7%
-98.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.3% | +1.9% | -1.2% |
| 7D | -6.1% | -3.7% | -2.3% | -4.6% |
| 30D | -12.4% | -0.8% | -11.5% | -12.2% |
| 3M | -27.9% | +7.6% | -35.5% | -30.4% |
| 6M | -16.8% | +20.8% | -37.6% | -24.0% |
| YTD | -29.0% | +50.8% | -79.8% | -41.3% |
| 1Y | -33.2% | +70.9% | -104.1% | -47.7% |
| 3Y | +56.8% | +78.0% | -21.2% | +18.0% |
| All | +18.4% | +116.7% | -98.3% | -19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling