+6,258.3%
EFX vs BHP
+8,048.4%
-1,790.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.7% | -4.8% | -3.5% |
| 7D | -7.8% | +1.3% | -9.1% | -8.2% |
| 30D | -5.7% | +4.0% | -9.7% | -6.8% |
| 3M | +2.5% | +12.3% | -9.8% | -1.3% |
| 6M | -16.7% | +30.8% | -47.5% | -23.6% |
| YTD | -20.2% | +58.8% | -79.0% | -31.3% |
| 1Y | -31.4% | +76.8% | -108.2% | -42.9% |
| 3Y | -10.5% | +87.5% | -98.0% | -27.5% |
| 5Y | -35.2% | +123.9% | -159.1% | -51.2% |
| 10Y | +40.2% | +504.4% | -464.2% | -23.4% |
| All | +6,258.3% | +8,048.4% | -1,790.1% | +1,665.9% |
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