+606.1%
COST vs BHP
+496.8%
+109.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -1.2% | -3.6% | +2.4% | -0.6% |
| 30D | -4.7% | -1.2% | -3.5% | -4.6% |
| 3M | -7.1% | +1.2% | -8.3% | -7.6% |
| 6M | -8.5% | +21.4% | -29.9% | -12.6% |
| YTD | +5.4% | +50.4% | -45.0% | -3.7% |
| 1Y | -5.6% | +67.5% | -73.1% | -15.8% |
| 3Y | +68.5% | +72.8% | -4.3% | +47.1% |
| 5Y | +105.2% | +112.6% | -7.4% | +68.6% |
| All | +606.1% | +496.8% | +109.2% | +370.5% |
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 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