+38.5%
D vs BHP
+503.2%
-464.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.7% |
| 7D | -0.4% | +0.9% | -1.3% | -0.6% |
| 30D | -2.1% | +4.0% | -6.1% | -2.8% |
| 3M | -0.7% | +11.3% | -12.0% | -2.9% |
| 6M | +5.6% | +29.3% | -23.7% | 0.0% |
| YTD | +14.6% | +59.2% | -44.7% | +4.1% |
| 1Y | +15.3% | +80.8% | -65.5% | +2.0% |
| 3Y | +59.1% | +88.0% | -28.9% | +38.0% |
| 5Y | +3.9% | +126.6% | -122.7% | -14.9% |
| 10Y | +38.5% | +515.7% | -477.2% | -9.7% |
| All | +38.5% | +503.2% | -464.7% | -9.7% |
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 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