+13.7%
COMP vs BHP
+51.6%
-37.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.1% | -5.3% | -6.1% |
| 7D | +7.2% | +3.8% | +3.4% | +5.3% |
| 30D | +6.4% | -6.5% | +12.9% | +10.7% |
| 3M | -19.4% | -8.5% | -10.9% | -15.4% |
| 6M | +14.6% | -2.2% | +16.7% | +14.0% |
| YTD | -5.5% | +40.0% | -45.5% | -6.5% |
| 1Y | +13.7% | +51.3% | -37.7% | +12.5% |
| All | +13.7% | +51.6% | -37.9% | +12.5% |
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