+17.2%
COMP vs BHP
+19.4%
-2.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +0.9% |
| 7D | +1.4% | -2.9% | +4.3% | +4.2% |
| 30D | -13.3% | +3.4% | -16.7% | -16.5% |
| 3M | +41.1% | +4.1% | +37.0% | +34.1% |
| 6M | +17.2% | +20.6% | -3.4% | -11.5% |
| All | +17.2% | +19.4% | -2.2% | -11.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling