-35.8%
EFX vs BHP
+110.7%
-146.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -4.5% | -3.6% | -0.9% | -3.8% |
| 30D | -6.1% | -1.2% | -4.9% | -5.9% |
| 3M | +6.2% | +1.2% | +5.0% | +5.5% |
| 6M | -11.2% | +21.4% | -32.6% | -16.5% |
| YTD | -21.4% | +50.4% | -71.8% | -31.3% |
| 1Y | -34.3% | +67.5% | -101.8% | -44.7% |
| 3Y | -12.5% | +72.8% | -85.3% | -28.5% |
| All | -35.8% | +110.7% | -146.5% | -51.0% |
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