+39.7%
EFX vs BHP
+496.8%
-457.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -4.5% | -3.6% | -0.9% | -3.6% |
| 30D | -6.1% | -1.2% | -4.9% | -5.9% |
| 3M | +6.2% | +1.2% | +5.0% | +5.3% |
| 6M | -11.2% | +21.4% | -32.6% | -17.3% |
| YTD | -21.4% | +50.4% | -71.8% | -32.2% |
| 1Y | -34.3% | +67.5% | -101.8% | -45.5% |
| 3Y | -12.5% | +72.8% | -85.3% | -29.3% |
| 5Y | -35.6% | +112.6% | -148.2% | -52.6% |
| All | +39.7% | +496.8% | -457.2% | -27.5% |
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