-10.5%
COMP vs BHP
+124.0%
-134.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.2% | +1.5% | +1.9% |
| 7D | +2.2% | +2.4% | -0.2% | +0.9% |
| 30D | +16.3% | -5.4% | +21.7% | +20.9% |
| 3M | -19.1% | -6.9% | -12.3% | -15.6% |
| 6M | +17.1% | -4.3% | +21.5% | +19.2% |
| YTD | -2.9% | +41.6% | -44.6% | -25.3% |
| 1Y | +8.8% | +53.3% | -44.5% | -21.2% |
| 3Y | +423.5% | +58.4% | +365.1% | +255.1% |
| 5Y | -10.5% | +121.3% | -131.7% | -50.8% |
| All | -10.5% | +124.0% | -134.5% | -50.8% |
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