+95.6%
DG vs BHP
+498.2%
-402.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.3% | +4.0% | -0.4% |
| 7D | -6.3% | -3.7% | -2.6% | -5.7% |
| 30D | +2.4% | -0.8% | +3.3% | +2.5% |
| 3M | +12.4% | +7.6% | +4.8% | +10.6% |
| 6M | -14.9% | +20.8% | -35.7% | -18.3% |
| YTD | -6.1% | +50.8% | -56.8% | -13.4% |
| 1Y | +17.9% | +70.9% | -53.1% | +6.3% |
| 3Y | +3.1% | +78.0% | -74.9% | -8.6% |
| 5Y | -38.7% | +113.1% | -151.7% | -48.5% |
| All | +95.6% | +498.2% | -402.6% | +27.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling