+19.7%
COMP vs BHP
+49.6%
-29.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.7% | +9.1% | +9.7% |
| 7D | +13.4% | +0.9% | +12.5% | +13.1% |
| 30D | +11.1% | -6.3% | +17.4% | +15.2% |
| 3M | -18.8% | -7.1% | -11.7% | -15.8% |
| 6M | +10.5% | -3.2% | +13.7% | +10.5% |
| YTD | -3.4% | +37.9% | -41.3% | -4.2% |
| 1Y | +19.7% | +49.7% | -30.0% | +18.4% |
| All | +19.7% | +49.6% | -29.9% | +18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling