+40.9%
DUK vs BHP
+110.7%
-69.8%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.3% | +0.1% |
| 7D | -0.7% | -3.6% | +3.0% | -0.4% |
| 30D | -2.4% | -1.2% | -1.3% | -2.4% |
| 3M | -3.0% | +1.2% | -4.2% | -3.2% |
| 6M | -6.6% | +21.4% | -28.0% | -8.5% |
| YTD | +4.6% | +50.4% | -45.9% | +0.1% |
| 1Y | +1.2% | +67.5% | -66.3% | -4.2% |
| 3Y | +45.7% | +72.8% | -27.2% | +36.2% |
| All | +40.9% | +110.7% | -69.8% | +29.9% |
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