+191.7%
COP vs BHP
+121.9%
+69.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.2% | 0.0% |
| 7D | -0.8% | +1.3% | -2.1% | -1.3% |
| 30D | +15.6% | +4.0% | +11.6% | +13.9% |
| 3M | +14.3% | +12.3% | +2.0% | +8.8% |
| 6M | +17.0% | +30.8% | -13.8% | +3.0% |
| YTD | +47.4% | +58.8% | -11.3% | +18.3% |
| 1Y | +52.4% | +76.8% | -24.4% | +16.0% |
| 3Y | +20.8% | +87.5% | -66.6% | -13.9% |
| 5Y | +191.7% | +123.9% | +67.8% | +92.4% |
| All | +191.7% | +121.9% | +69.8% | +92.4% |
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