+12,781.7%
ECL vs BHP
+7,909.4%
+4,872.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.5% | +0.2% |
| 7D | -2.6% | -2.9% | +0.3% | -1.8% |
| 30D | -2.2% | +3.4% | -5.5% | -3.1% |
| 3M | +10.1% | +4.1% | +6.0% | +8.3% |
| 6M | -5.7% | +20.6% | -26.3% | -11.3% |
| YTD | +7.0% | +56.1% | -49.1% | -6.6% |
| 1Y | +2.7% | +69.6% | -66.9% | -12.7% |
| 3Y | +57.7% | +78.8% | -21.1% | +29.8% |
| 5Y | +31.1% | +113.1% | -81.9% | +0.2% |
| 10Y | +150.9% | +505.9% | -355.0% | +39.5% |
| All | +12,781.7% | +7,909.4% | +4,872.3% | +3,439.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling