+76.5%
DE vs BHP
+72.0%
+4.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.3% | +5.4% | +1.9% |
| 7D | -2.4% | -3.7% | +1.4% | -1.2% |
| 30D | +9.7% | -0.8% | +10.6% | +9.8% |
| 3M | +21.4% | +7.6% | +13.8% | +17.5% |
| 6M | +15.0% | +20.8% | -5.8% | +6.2% |
| YTD | +46.4% | +50.8% | -4.3% | +24.1% |
| 1Y | +45.6% | +70.9% | -25.3% | +17.1% |
| All | +76.5% | +72.0% | +4.5% | +35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling