+2,371.3%
D vs BHP
+6,976.6%
-4,605.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.8% |
| 7D | +3.0% | +0.9% | +2.0% | +2.8% |
| 30D | +11.5% | -6.3% | +17.7% | +12.6% |
| 3M | +3.7% | -7.1% | +10.9% | +4.8% |
| 6M | +13.5% | -3.2% | +16.7% | +13.4% |
| YTD | +20.7% | +37.9% | -17.2% | +13.2% |
| 1Y | +18.2% | +49.7% | -31.5% | +9.2% |
| 3Y | +73.3% | +51.7% | +21.6% | +58.1% |
| 5Y | +12.3% | +122.0% | -109.8% | -5.6% |
| 10Y | +43.4% | +382.4% | -339.0% | +2.1% |
| All | +2,371.3% | +6,976.6% | -4,605.3% | +1,144.0% |
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