+358.9%
CBOE vs BHP
+496.8%
-138.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.2% |
| 7D | -5.8% | -3.6% | -2.2% | -5.3% |
| 30D | -3.1% | -1.2% | -2.0% | -3.0% |
| 3M | -4.8% | +1.2% | -6.0% | -5.2% |
| 6M | -0.6% | +21.4% | -22.0% | -4.5% |
| YTD | +12.8% | +50.4% | -37.6% | +4.0% |
| 1Y | +19.8% | +67.5% | -47.7% | +8.1% |
| 3Y | +86.9% | +72.8% | +14.1% | +64.7% |
| 5Y | +136.5% | +112.6% | +23.9% | +92.6% |
| All | +358.9% | +496.8% | -138.0% | +194.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling