-46.5%
COMP vs BHP
+87.8%
-134.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.7% | +2.0% | +3.3% |
| 7D | +14.5% | +3.5% | +11.1% | +12.4% |
| 30D | +14.9% | -4.5% | +19.4% | +18.2% |
| 3M | -14.2% | -6.4% | -7.9% | -11.1% |
| 6M | +23.7% | -0.1% | +23.8% | +22.2% |
| YTD | +2.1% | +43.0% | -40.9% | -19.4% |
| 1Y | +26.2% | +56.5% | -30.3% | -6.2% |
| 3Y | +470.9% | +62.0% | +408.9% | +301.8% |
| 5Y | -14.0% | +130.4% | -144.4% | -44.6% |
| All | -46.5% | +87.8% | -134.3% | -64.2% |
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