-17.9%
COMP vs BHP
+120.8%
-138.6%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.7% | +9.1% | +9.6% |
| 7D | +13.4% | +0.9% | +12.5% | +13.1% |
| 30D | +11.1% | -6.3% | +17.4% | +15.9% |
| 3M | -18.8% | -7.1% | -11.7% | -15.3% |
| 6M | +10.5% | -3.2% | +13.7% | +11.2% |
| YTD | -3.4% | +37.9% | -41.3% | -24.0% |
| 1Y | +19.7% | +49.7% | -30.0% | -11.5% |
| 3Y | +381.6% | +51.7% | +329.9% | +239.4% |
| All | -17.9% | +120.8% | -138.6% | -51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling