-99.9%
DFNS vs BHP
+174.9%
-274.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.3% | +6.9% | +1.6% |
| 7D | -3.3% | -3.7% | +0.4% | -3.3% |
| 30D | -73.1% | -0.8% | -72.3% | -73.1% |
| 3M | -71.4% | +7.6% | -79.0% | -71.3% |
| 6M | -93.8% | +20.8% | -114.6% | -93.8% |
| YTD | -98.0% | +50.8% | -148.8% | -98.0% |
| 1Y | -98.2% | +70.9% | -169.1% | -98.1% |
| 3Y | -99.9% | +78.0% | -177.9% | -99.9% |
| 5Y | -99.9% | +113.1% | -213.0% | -99.9% |
| All | -99.9% | +174.9% | -274.7% | -99.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling