+202.3%
ECL vs BHP
+333.8%
-131.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +2.0% |
| 7D | +2.9% | -0.5% | +3.4% | +3.0% |
| 30D | +7.5% | -4.5% | +12.0% | +8.9% |
| 3M | +12.2% | -6.9% | +19.1% | +14.4% |
| 6M | +24.6% | -10.6% | +35.1% | +27.8% |
| YTD | +18.8% | +37.2% | -18.4% | +4.6% |
| 1Y | +19.3% | +48.0% | -28.7% | +2.3% |
| 3Y | +78.2% | +52.6% | +25.6% | +47.2% |
| 5Y | +38.8% | +116.5% | -77.7% | -4.2% |
| All | +202.3% | +333.8% | -131.5% | +55.6% |
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 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