-35.5%
DOW vs BHP
+112.0%
-147.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.3% | +6.1% | +3.0% |
| 7D | -2.4% | -3.7% | +1.4% | -1.0% |
| 30D | -4.1% | -0.8% | -3.2% | -4.0% |
| 3M | -12.4% | +7.6% | -20.0% | -16.1% |
| 6M | -10.6% | +20.8% | -31.4% | -20.2% |
| YTD | +31.1% | +50.8% | -19.7% | +3.6% |
| 1Y | +30.5% | +70.9% | -40.4% | -3.6% |
| 3Y | -34.4% | +78.0% | -112.4% | -53.3% |
| 5Y | -35.5% | +113.1% | -148.6% | -58.6% |
| All | -35.5% | +112.0% | -147.5% | -58.6% |
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