+107.7%
COST vs BHP
+110.7%
-3.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -1.2% | -3.6% | +2.4% | -0.8% |
| 30D | -4.7% | -1.2% | -3.5% | -4.7% |
| 3M | -7.1% | +1.2% | -8.3% | -7.4% |
| 6M | -8.5% | +21.4% | -29.9% | -11.8% |
| YTD | +5.4% | +50.4% | -45.0% | -2.3% |
| 1Y | -5.6% | +67.5% | -73.1% | -14.3% |
| 3Y | +68.5% | +72.8% | -4.3% | +49.4% |
| All | +107.7% | +110.7% | -3.0% | +81.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling