-99.6%
DFNS vs BHP
+53.4%
-153.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +2.6% | -20.9% | -19.3% |
| 7D | -27.7% | -2.5% | -25.1% | -27.0% |
| 30D | -58.0% | -7.7% | -50.3% | -56.7% |
| 3M | -94.0% | -6.4% | -87.6% | -93.9% |
| 6M | -94.6% | +5.2% | -99.7% | -94.8% |
| YTD | -99.4% | +38.3% | -137.8% | -99.6% |
| 1Y | -99.6% | +53.4% | -153.0% | -99.8% |
| All | -99.6% | +53.4% | -153.1% | -99.8% |
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