+1,163.5%
C vs BHP
+7,909.4%
-6,745.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.1% |
| 7D | +3.6% | -2.9% | +6.5% | +5.2% |
| 30D | +0.1% | +3.4% | -3.3% | -1.9% |
| 3M | +2.4% | +4.1% | -1.7% | -0.6% |
| 6M | +24.9% | +20.6% | +4.3% | +11.6% |
| YTD | +19.8% | +56.1% | -36.3% | -7.2% |
| 1Y | +44.9% | +69.6% | -24.7% | +7.1% |
| 3Y | +263.0% | +78.8% | +184.2% | +154.1% |
| 5Y | +129.5% | +113.1% | +16.5% | +39.5% |
| 10Y | +291.6% | +505.9% | -214.3% | +35.3% |
| All | +1,163.5% | +7,909.4% | -6,745.8% | +83.3% |
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