+2,363.0%
D vs BHP
+7,085.6%
-4,722.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.5% |
| 7D | +2.4% | +3.8% | -1.4% | +1.7% |
| 30D | +10.9% | -6.5% | +17.4% | +12.0% |
| 3M | +2.8% | -8.5% | +11.4% | +4.1% |
| 6M | +12.7% | -2.2% | +14.9% | +12.4% |
| YTD | +20.3% | +40.0% | -19.7% | +12.5% |
| 1Y | +17.1% | +51.3% | -34.2% | +8.0% |
| 3Y | +75.1% | +56.5% | +18.6% | +58.9% |
| 5Y | +13.1% | +130.2% | -117.1% | -5.4% |
| 10Y | +48.3% | +336.5% | -288.3% | +7.3% |
| All | +2,363.0% | +7,085.6% | -4,722.5% | +1,136.4% |
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 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