+912.2%
BX vs BHP
+350.3%
+561.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.3% | -3.9% | -3.8% |
| 7D | -5.7% | +0.9% | -6.6% | -6.2% |
| 30D | -8.9% | +4.0% | -12.9% | -11.1% |
| 3M | +8.4% | +11.3% | -2.9% | +1.2% |
| 6M | +18.9% | +29.3% | -10.4% | +0.8% |
| YTD | -13.6% | +59.2% | -72.9% | -35.7% |
| 1Y | -22.4% | +80.8% | -103.3% | -46.6% |
| 3Y | +26.0% | +88.0% | -62.0% | -17.1% |
| 5Y | +18.8% | +126.6% | -107.9% | -32.4% |
| 10Y | +668.7% | +515.7% | +153.0% | +117.6% |
| All | +912.2% | +350.3% | +561.9% | +140.5% |
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