-30.4%
ELAN vs BHP
+110.7%
-141.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | -5.4% | -3.6% | -1.8% | -4.0% |
| 30D | +4.7% | -1.2% | +5.9% | +5.1% |
| 3M | -3.7% | +1.2% | -4.9% | -4.7% |
| 6M | -1.2% | +21.4% | -22.6% | -9.2% |
| YTD | +2.4% | +50.4% | -48.0% | -13.7% |
| 1Y | +23.4% | +67.5% | -44.1% | -0.9% |
| 3Y | +96.7% | +72.8% | +23.9% | +53.0% |
| All | -30.4% | +110.7% | -141.1% | -48.4% |
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