-12.1%
DOW vs BHP
+190.6%
-202.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.8% | -1.9% |
| 7D | -1.4% | -3.6% | +2.2% | +0.6% |
| 30D | -3.9% | -1.2% | -2.8% | -3.7% |
| 3M | -12.7% | +1.2% | -13.9% | -14.5% |
| 6M | -13.7% | +21.4% | -35.1% | -26.7% |
| YTD | +28.4% | +50.4% | -22.0% | -6.5% |
| 1Y | +21.8% | +67.5% | -45.8% | -17.9% |
| 3Y | -35.7% | +72.8% | -108.5% | -58.5% |
| 5Y | -36.8% | +112.6% | -149.4% | -67.8% |
| All | -12.1% | +190.6% | -202.7% | -69.1% |
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