+11,671.2%
COST vs BHP
+8,048.4%
+3,622.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.0% |
| 7D | -3.2% | +1.3% | -4.4% | -3.4% |
| 30D | -4.0% | +4.0% | -7.9% | -4.8% |
| 3M | -6.5% | +12.3% | -18.8% | -9.1% |
| 6M | -8.5% | +30.8% | -39.4% | -14.3% |
| YTD | +6.0% | +58.8% | -52.8% | -4.9% |
| 1Y | -5.8% | +76.8% | -82.6% | -17.5% |
| 3Y | +71.8% | +87.5% | -15.6% | +46.6% |
| 5Y | +106.2% | +123.9% | -17.7% | +66.2% |
| 10Y | +602.0% | +504.4% | +97.7% | +339.3% |
| All | +11,671.2% | +8,048.4% | +3,622.7% | +3,065.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling