+2.2%
ECL vs BHP
+81.0%
-78.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.2% |
| 7D | -2.7% | +0.9% | -3.6% | -2.9% |
| 30D | -4.3% | +4.0% | -8.3% | -5.0% |
| 3M | +3.2% | +11.3% | -8.0% | +1.1% |
| 6M | -2.9% | +29.3% | -32.2% | -8.7% |
| YTD | +4.3% | +59.2% | -55.0% | -3.0% |
| All | +2.2% | +81.0% | -78.8% | -5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling