+131.6%
C vs BHP
+121.9%
+9.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.3% |
| 7D | +3.2% | +1.3% | +1.9% | +2.7% |
| 30D | +1.3% | +4.0% | -2.7% | -0.3% |
| 3M | +3.1% | +12.3% | -9.2% | -1.5% |
| 6M | +29.6% | +30.8% | -1.2% | +16.4% |
| YTD | +19.0% | +58.8% | -39.8% | -1.2% |
| 1Y | +45.6% | +76.8% | -31.2% | +15.9% |
| 3Y | +269.3% | +87.5% | +181.8% | +181.0% |
| 5Y | +131.6% | +123.9% | +7.7% | +61.6% |
| All | +131.6% | +121.9% | +9.7% | +61.6% |
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