-98.3%
DFNS vs BHP
+65.8%
-164.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +2.1% |
| 7D | -16.0% | -5.0% | -11.0% | -13.3% |
| 30D | -77.7% | +1.2% | -78.9% | -78.0% |
| 3M | -77.2% | +1.8% | -79.0% | -77.0% |
| 6M | -95.2% | +18.0% | -113.2% | -95.6% |
| YTD | -98.0% | +52.7% | -150.7% | -98.7% |
| 1Y | -98.3% | +66.0% | -164.2% | -99.0% |
| All | -98.3% | +65.8% | -164.0% | -99.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling