+196.5%
ECL vs BHP
+345.2%
-148.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.2% |
| 7D | -2.3% | +2.4% | -4.7% | -3.0% |
| 30D | +8.3% | -5.4% | +13.7% | +10.1% |
| 3M | +8.4% | -6.9% | +15.3% | +10.5% |
| 6M | +23.3% | -4.3% | +27.6% | +23.6% |
| YTD | +18.2% | +41.6% | -23.4% | +3.1% |
| 1Y | +18.8% | +53.3% | -34.5% | +0.7% |
| 3Y | +78.5% | +58.4% | +20.1% | +45.6% |
| 5Y | +40.1% | +121.3% | -81.2% | -3.9% |
| 10Y | +196.5% | +349.0% | -152.5% | +50.8% |
| All | +196.5% | +345.2% | -148.7% | +50.8% |
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