+6,781.2%
CME vs BHP
+2,428.3%
+4,352.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | -0.2% |
| 7D | -1.6% | -2.9% | +1.3% | -0.6% |
| 30D | +6.2% | +3.4% | +2.9% | +4.8% |
| 3M | +10.4% | +4.1% | +6.4% | +7.9% |
| 6M | -9.5% | +20.6% | -30.1% | -17.0% |
| YTD | +6.0% | +56.1% | -50.0% | -11.8% |
| 1Y | +9.3% | +69.6% | -60.3% | -12.3% |
| 3Y | +57.7% | +78.8% | -21.2% | +20.0% |
| 5Y | +77.7% | +113.1% | -35.4% | +20.8% |
| 10Y | +281.2% | +505.9% | -224.7% | +58.5% |
| All | +6,781.2% | +2,428.3% | +4,352.9% | +1,545.0% |
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