+50.5%
COP vs BHP
+70.6%
-20.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.5% | +0.2% |
| 7D | +2.3% | -3.6% | +5.9% | +2.1% |
| 30D | +8.6% | -1.2% | +9.8% | +8.6% |
| 3M | +19.9% | +1.2% | +18.7% | +20.3% |
| 6M | +19.0% | +21.4% | -2.4% | +19.2% |
| YTD | +50.0% | +50.4% | -0.5% | +39.4% |
| 1Y | +50.5% | +67.5% | -17.0% | +37.9% |
| All | +50.5% | +70.6% | -20.1% | +37.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling