+24.5%
BX vs BHP
+71.6%
-47.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.6% |
| 7D | -5.6% | -3.6% | -2.0% | -4.1% |
| 30D | -12.2% | -1.2% | -11.0% | -11.9% |
| 3M | +7.4% | +1.2% | +6.2% | +6.3% |
| 6M | +22.2% | +21.4% | +0.8% | +10.5% |
| YTD | -14.0% | +50.4% | -64.4% | -30.7% |
| 1Y | -27.3% | +67.5% | -94.8% | -44.8% |
| 3Y | +24.5% | +72.8% | -48.3% | -12.4% |
| All | +24.5% | +71.6% | -47.0% | -12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling