+4,537.5%
COP vs BHP
+7,085.6%
-2,548.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.7% |
| 7D | -6.1% | +3.8% | -9.9% | -7.8% |
| 30D | +1.1% | -6.5% | +7.6% | +3.6% |
| 3M | +10.9% | -8.5% | +19.5% | +14.3% |
| 6M | +20.8% | -2.2% | +22.9% | +18.9% |
| YTD | +48.0% | +40.0% | +8.0% | +22.2% |
| 1Y | +58.5% | +51.3% | +7.2% | +26.3% |
| 3Y | +28.1% | +56.5% | -28.4% | -1.9% |
| 5Y | +120.5% | +130.2% | -9.7% | +39.4% |
| 10Y | +310.1% | +336.5% | -26.4% | +103.6% |
| All | +4,537.5% | +7,085.6% | -2,548.1% | +1,262.9% |
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 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