+6.5%
D vs BHP
+121.9%
-115.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.2% | +0.4% |
| 7D | +0.8% | +1.3% | -0.5% | +0.6% |
| 30D | -0.7% | +4.0% | -4.7% | -1.3% |
| 3M | +2.1% | +12.3% | -10.2% | +0.3% |
| 6M | +6.8% | +30.8% | -24.0% | +2.4% |
| YTD | +16.5% | +58.8% | -42.2% | +8.2% |
| 1Y | +19.2% | +76.8% | -57.7% | +8.6% |
| 3Y | +61.9% | +87.5% | -25.6% | +44.4% |
| 5Y | +6.5% | +123.9% | -117.4% | -5.4% |
| All | +6.5% | +121.9% | -115.3% | -5.4% |
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