+444.5%
CORZ vs BHP
+63.3%
+381.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.7% | +3.0% | +3.5% |
| 7D | +16.6% | +1.3% | +15.3% | +15.6% |
| 30D | -10.9% | +4.0% | -14.8% | -13.3% |
| 3M | -31.0% | +12.3% | -43.3% | -36.6% |
| 6M | +26.0% | +30.8% | -4.8% | +5.6% |
| YTD | +28.6% | +58.8% | -30.1% | -3.6% |
| 1Y | +34.5% | +76.8% | -42.4% | -5.9% |
| All | +444.5% | +63.3% | +381.2% | +263.2% |
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 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