-99.9%
DFNS vs BHP
+126.1%
-225.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.3% | -4.9% | -4.6% |
| 7D | +4.6% | +0.9% | +3.8% | +4.6% |
| 30D | -73.9% | +4.0% | -77.9% | -73.9% |
| 3M | -71.7% | +11.3% | -83.0% | -71.7% |
| 6M | -94.6% | +29.3% | -123.9% | -94.5% |
| YTD | -98.1% | +59.2% | -157.3% | -98.0% |
| 1Y | -98.3% | +80.8% | -179.1% | -98.2% |
| 3Y | -99.9% | +88.0% | -187.9% | -99.9% |
| 5Y | -99.9% | +126.6% | -226.5% | -99.9% |
| All | -99.9% | +126.1% | -225.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling