+475.2%
COR vs BHP
+339.3%
+135.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.7% | +0.2% |
| 7D | +2.9% | +2.5% | +0.4% | +2.4% |
| 30D | +5.8% | -5.2% | +11.1% | +6.8% |
| 3M | +11.4% | -8.7% | +20.1% | +13.0% |
| 6M | +34.5% | -6.9% | +41.3% | +35.1% |
| YTD | +4.1% | +39.0% | -34.9% | -4.8% |
| 1Y | -3.1% | +48.9% | -52.1% | -12.8% |
| 3Y | +80.9% | +55.4% | +25.5% | +57.7% |
| 5Y | +195.1% | +119.2% | +75.9% | +122.2% |
| All | +475.2% | +339.3% | +135.8% | +227.4% |
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 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