-98.2%
DFNS vs BHP
+71.4%
-169.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.3% | +6.9% | +4.7% |
| 7D | -3.3% | -3.7% | +0.4% | -1.4% |
| 30D | -73.1% | -0.8% | -72.3% | -73.1% |
| 3M | -71.4% | +7.6% | -79.0% | -72.3% |
| 6M | -93.8% | +20.8% | -114.6% | -94.6% |
| YTD | -98.0% | +50.8% | -148.8% | -98.7% |
| 1Y | -98.2% | +70.9% | -169.1% | -99.0% |
| All | -98.2% | +71.4% | -169.6% | -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