-44.8%
COMP vs BHP
+105.0%
-149.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +0.8% |
| 7D | +1.4% | -2.9% | +4.3% | +3.3% |
| 30D | -13.3% | +3.4% | -16.7% | -15.4% |
| 3M | +41.1% | +4.1% | +37.0% | +36.5% |
| 6M | +17.2% | +20.6% | -3.4% | +4.1% |
| YTD | +5.2% | +56.1% | -50.9% | -21.2% |
| 1Y | +18.9% | +69.6% | -50.7% | -16.4% |
| 3Y | +215.9% | +78.8% | +137.1% | +109.9% |
| 5Y | -31.2% | +113.1% | -144.2% | -57.0% |
| All | -44.8% | +105.0% | -149.8% | -65.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling