+67.3%
ED vs BHP
+121.9%
-54.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.8% |
| 7D | +0.5% | +1.3% | -0.7% | +0.5% |
| 30D | +1.1% | +4.0% | -2.9% | +0.8% |
| 3M | +4.6% | +12.3% | -7.7% | +3.8% |
| 6M | -2.0% | +30.8% | -32.8% | -4.0% |
| YTD | +11.7% | +58.8% | -47.1% | +7.4% |
| 1Y | +15.7% | +76.8% | -61.1% | +10.1% |
| 3Y | +34.4% | +87.5% | -53.1% | +26.2% |
| 5Y | +67.3% | +123.9% | -56.6% | +56.4% |
| All | +67.3% | +121.9% | -54.6% | +56.4% |
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 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