+4,766.3%
COP vs BHP
+6,941.2%
-2,174.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +2.1% |
| 7D | +4.4% | -0.5% | +4.9% | +4.5% |
| 30D | 0.0% | -4.5% | +4.5% | +1.5% |
| 3M | +15.0% | -6.9% | +21.9% | +17.5% |
| 6M | +22.0% | -10.6% | +32.6% | +24.9% |
| YTD | +55.3% | +37.2% | +18.1% | +29.3% |
| 1Y | +64.1% | +48.0% | +16.1% | +32.0% |
| 3Y | +34.1% | +52.6% | -18.5% | +3.8% |
| 5Y | +133.4% | +116.5% | +16.9% | +51.7% |
| 10Y | +338.6% | +334.9% | +3.7% | +118.1% |
| All | +4,766.3% | +6,941.2% | -2,174.9% | +1,342.2% |
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