+16.0%
BX vs BHP
+112.0%
-96.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.3% | +2.5% | -0.3% |
| 7D | -8.9% | -3.7% | -5.2% | -7.3% |
| 30D | -14.8% | -0.8% | -13.9% | -14.6% |
| 3M | +6.9% | +7.6% | -0.7% | +2.5% |
| 6M | +16.3% | +20.8% | -4.5% | +4.5% |
| YTD | -16.1% | +50.8% | -66.8% | -33.3% |
| 1Y | -26.8% | +70.9% | -97.7% | -45.7% |
| 3Y | +22.4% | +78.0% | -55.6% | -13.6% |
| 5Y | +16.0% | +113.1% | -97.1% | -24.0% |
| All | +16.0% | +112.0% | -96.0% | -24.0% |
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