+4,492.0%
COP vs BHP
+7,909.4%
-3,417.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.7% | -0.9% |
| 7D | +3.0% | -2.9% | +5.9% | +4.3% |
| 30D | +17.5% | +3.4% | +14.1% | +15.6% |
| 3M | +13.4% | +4.1% | +9.3% | +10.0% |
| 6M | +17.7% | +20.6% | -2.9% | +5.3% |
| YTD | +46.6% | +56.1% | -9.5% | +16.4% |
| 1Y | +44.6% | +69.6% | -25.0% | +10.2% |
| 3Y | +20.7% | +78.8% | -58.1% | -12.4% |
| 5Y | +185.0% | +113.1% | +72.0% | +87.8% |
| 10Y | +347.0% | +505.9% | -158.9% | +95.8% |
| All | +4,492.0% | +7,909.4% | -3,417.4% | +1,197.5% |
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 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