+2,271.9%
D vs BHP
+7,909.4%
-5,637.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | +0.4% | -2.9% | +3.3% | +0.9% |
| 30D | -3.6% | +3.4% | -6.9% | -4.2% |
| 3M | -1.0% | +4.1% | -5.1% | -2.0% |
| 6M | +6.3% | +20.6% | -14.3% | +2.3% |
| YTD | +14.7% | +56.1% | -41.3% | +5.5% |
| 1Y | +16.9% | +69.6% | -52.7% | +5.8% |
| 3Y | +56.8% | +78.8% | -22.0% | +39.3% |
| 5Y | +5.2% | +113.1% | -107.9% | -10.8% |
| 10Y | +35.9% | +505.9% | -470.0% | -6.8% |
| All | +2,271.9% | +7,909.4% | -5,637.5% | +1,071.5% |
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