+150.3%
CI vs BHP
+330.6%
-180.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.1% | +4.6% | +3.1% |
| 7D | +2.6% | +3.8% | -1.2% | +1.5% |
| 30D | +7.3% | -6.5% | +13.8% | +9.0% |
| 3M | +9.5% | -8.5% | +18.0% | +11.6% |
| 6M | +6.4% | -2.2% | +8.6% | +5.6% |
| YTD | +12.0% | +40.0% | -28.0% | -0.9% |
| 1Y | +20.1% | +51.3% | -31.2% | +3.7% |
| 3Y | +9.6% | +56.5% | -47.0% | -9.0% |
| 5Y | +52.7% | +130.2% | -77.5% | +3.0% |
| 10Y | +150.3% | +336.5% | -186.2% | +28.9% |
| All | +150.3% | +330.6% | -180.4% | +28.9% |
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