+27.0%
BROS vs BHP
+124.3%
-97.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.1% | +0.9% |
| 7D | -6.7% | -2.9% | -3.8% | -5.5% |
| 30D | -29.1% | +3.4% | -32.4% | -30.0% |
| 3M | -16.7% | +4.1% | -20.8% | -18.6% |
| 6M | -11.6% | +20.6% | -32.2% | -19.2% |
| YTD | -23.9% | +56.1% | -80.0% | -38.0% |
| 1Y | -34.8% | +69.6% | -104.4% | -48.8% |
| 3Y | +62.1% | +78.8% | -16.7% | +21.7% |
| All | +27.0% | +124.3% | -97.3% | -15.2% |
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