+14,337.8%
DE vs BHP
+8,048.4%
+6,289.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.6% | -2.6% |
| 7D | +0.7% | +1.3% | -0.6% | +0.1% |
| 30D | +9.6% | +4.0% | +5.7% | +7.7% |
| 3M | +19.0% | +12.3% | +6.7% | +12.6% |
| 6M | +16.1% | +30.8% | -14.8% | +2.3% |
| YTD | +47.0% | +58.8% | -11.7% | +19.0% |
| 1Y | +43.1% | +76.8% | -33.7% | +10.2% |
| 3Y | +77.5% | +87.5% | -10.0% | +30.9% |
| 5Y | +96.4% | +123.9% | -27.5% | +30.0% |
| 10Y | +852.9% | +504.4% | +348.5% | +304.4% |
| All | +14,337.8% | +8,048.4% | +6,289.4% | +2,891.0% |
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