+28.1%
ECL vs BHP
+121.9%
-93.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.2% | -0.8% |
| 7D | -0.8% | +1.3% | -2.0% | -1.0% |
| 30D | -2.5% | +4.0% | -6.4% | -3.4% |
| 3M | +8.3% | +12.3% | -4.0% | +5.2% |
| 6M | -1.1% | +30.8% | -31.9% | -7.6% |
| YTD | +6.5% | +58.8% | -52.3% | -5.0% |
| 1Y | +2.1% | +76.8% | -74.8% | -11.4% |
| 3Y | +57.6% | +87.5% | -29.9% | +32.0% |
| 5Y | +28.1% | +123.9% | -95.8% | +2.7% |
| All | +28.1% | +121.9% | -93.8% | +2.7% |
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 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