-99.7%
DFNS vs BHP
+46.1%
-145.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.3% | -4.2% | -5.0% |
| 7D | -6.0% | -0.5% | -5.5% | -5.7% |
| 30D | -71.2% | -4.5% | -66.7% | -70.7% |
| 3M | -94.5% | -6.9% | -87.6% | -94.4% |
| 6M | -96.5% | -10.6% | -86.0% | -96.3% |
| YTD | -99.6% | +37.2% | -136.8% | -99.7% |
| 1Y | -99.7% | +48.0% | -147.7% | -99.8% |
| All | -99.7% | +46.1% | -145.8% | -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