+22.6%
D vs BHP
+53.4%
-30.8%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.6% | +1.9% | +4.4% |
| 7D | +8.5% | -2.5% | +11.0% | +8.5% |
| 30D | +14.3% | -7.7% | +22.0% | +14.4% |
| 3M | +1.8% | -6.4% | +8.2% | +1.9% |
| 6M | +13.0% | +5.2% | +7.9% | +12.6% |
| YTD | +22.7% | +38.3% | -15.6% | +23.0% |
| 1Y | +22.6% | +53.4% | -30.8% | +24.7% |
| All | +22.6% | +53.4% | -30.8% | +24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling