+50.0%
CI vs BHP
+127.1%
-77.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.0% | +0.4% |
| 7D | +0.1% | +3.5% | -3.3% | -0.2% |
| 30D | +4.7% | -4.5% | +9.1% | +5.0% |
| 3M | +5.2% | -6.4% | +11.6% | +5.7% |
| 6M | +3.8% | -0.1% | +3.8% | +3.4% |
| YTD | +9.2% | +43.0% | -33.8% | +4.3% |
| 1Y | +14.3% | +56.5% | -42.3% | +8.0% |
| 3Y | +8.4% | +62.0% | -53.6% | +0.9% |
| 5Y | +50.0% | +130.4% | -80.3% | +32.7% |
| All | +50.0% | +127.1% | -77.0% | +32.7% |
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