+112.4%
C vs BHP
+127.1%
-14.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.7% | -1.3% | +1.1% |
| 7D | -0.9% | +3.5% | -4.4% | -2.1% |
| 30D | -5.4% | -4.5% | -0.9% | -3.9% |
| 3M | -9.2% | -6.4% | -2.8% | -7.4% |
| 6M | -1.8% | -0.1% | -1.8% | -2.8% |
| YTD | +6.7% | +43.0% | -36.3% | -8.3% |
| 1Y | +23.5% | +56.5% | -33.0% | +2.6% |
| 3Y | +219.8% | +62.0% | +157.7% | +155.9% |
| 5Y | +112.4% | +130.4% | -18.0% | +45.4% |
| All | +112.4% | +127.1% | -14.6% | +45.4% |
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 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