+142.7%
ED vs BHP
+347.8%
-205.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.2% | -0.2% |
| 7D | -0.9% | +2.4% | -3.3% | -1.2% |
| 30D | +11.2% | -5.4% | +16.6% | +11.7% |
| 3M | +11.8% | -6.9% | +18.6% | +12.4% |
| 6M | +14.1% | -4.3% | +18.4% | +14.1% |
| YTD | +23.0% | +41.6% | -18.7% | +17.3% |
| 1Y | +23.7% | +53.3% | -29.7% | +16.9% |
| 3Y | +47.7% | +58.4% | -10.6% | +37.9% |
| 5Y | +82.6% | +121.3% | -38.7% | +61.1% |
| All | +142.7% | +347.8% | -205.1% | +91.6% |
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