+27.8%
COP vs BHP
+56.5%
-28.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.1% |
| 7D | -6.1% | +3.8% | -9.9% | -6.6% |
| 30D | +1.1% | -6.5% | +7.6% | +2.0% |
| 3M | +10.9% | -8.5% | +19.5% | +12.2% |
| 6M | +20.8% | -2.2% | +22.9% | +20.0% |
| YTD | +48.0% | +40.0% | +8.0% | +30.2% |
| 1Y | +58.5% | +51.3% | +7.2% | +35.8% |
| All | +27.8% | +56.5% | -28.7% | +3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling