-29.9%
COMP vs BHP
+115.8%
-145.7%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +0.8% |
| 7D | +1.4% | -2.9% | +4.3% | +3.4% |
| 30D | -13.3% | +3.4% | -16.7% | -15.6% |
| 3M | +41.1% | +4.1% | +37.0% | +36.1% |
| 6M | +17.2% | +20.6% | -3.4% | +3.1% |
| YTD | +5.2% | +56.1% | -50.9% | -23.1% |
| 1Y | +18.9% | +69.6% | -50.7% | -19.0% |
| 3Y | +215.9% | +78.8% | +137.1% | +101.3% |
| All | -29.9% | +115.8% | -145.7% | -58.1% |
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