-38.5%
DG vs BHP
+126.1%
-164.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -2.6% |
| 7D | -4.8% | +0.9% | -5.7% | -4.9% |
| 30D | +1.8% | +4.0% | -2.3% | +1.2% |
| 3M | +14.5% | +11.3% | +3.2% | +12.8% |
| 6M | -13.6% | +29.3% | -42.9% | -16.8% |
| YTD | -4.8% | +59.2% | -64.1% | -10.9% |
| 1Y | +21.6% | +80.8% | -59.3% | +12.0% |
| 3Y | +4.5% | +88.0% | -83.5% | -4.4% |
| 5Y | -38.5% | +126.6% | -165.1% | -43.1% |
| All | -38.5% | +126.1% | -164.5% | -43.1% |
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 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