+394.2%
COR vs BHP
+498.2%
-104.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.3% | +4.6% | +0.2% |
| 7D | -4.8% | -3.7% | -1.1% | -4.2% |
| 30D | -3.7% | -0.8% | -2.8% | -3.6% |
| 3M | +14.3% | +7.6% | +6.7% | +12.3% |
| 6M | -8.5% | +20.8% | -29.3% | -13.0% |
| YTD | -4.4% | +50.8% | -55.2% | -13.6% |
| 1Y | +9.1% | +70.9% | -61.8% | -4.4% |
| 3Y | +85.2% | +78.0% | +7.2% | +56.8% |
| 5Y | +180.7% | +113.1% | +67.6% | +116.6% |
| All | +394.2% | +498.2% | -104.0% | +176.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling