-8.7%
COMP vs BHP
+119.2%
-127.9%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.6% |
| 7D | 0.0% | -0.5% | +0.5% | +0.5% |
| 30D | +16.6% | -4.5% | +21.1% | +20.4% |
| 3M | -23.5% | -6.9% | -16.6% | -20.0% |
| 6M | +25.7% | -10.6% | +36.3% | +34.3% |
| YTD | -3.4% | +37.2% | -40.6% | -24.0% |
| 1Y | +7.6% | +48.0% | -40.4% | -20.1% |
| 3Y | +423.6% | +52.6% | +371.0% | +264.9% |
| All | -8.7% | +119.2% | -127.9% | -49.3% |
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