-50.4%
COMP vs BHP
+83.9%
-134.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.1% | -5.3% | -6.1% |
| 7D | +7.2% | +3.8% | +3.4% | +5.1% |
| 30D | +6.4% | -6.5% | +12.9% | +11.0% |
| 3M | -19.4% | -8.5% | -10.9% | -15.2% |
| 6M | +14.6% | -2.2% | +16.7% | +14.8% |
| YTD | -5.5% | +40.0% | -45.5% | -24.3% |
| 1Y | +13.7% | +51.3% | -37.7% | -13.6% |
| 3Y | +409.7% | +56.5% | +353.2% | +267.2% |
| 5Y | -17.0% | +130.2% | -147.2% | -45.9% |
| All | -50.4% | +83.9% | -134.3% | -66.4% |
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