-18.0%
ELF vs BHP
+65.8%
-83.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.5% | +4.6% | +2.8% |
| 7D | +5.4% | -5.0% | +10.3% | +6.9% |
| 30D | +27.0% | +1.2% | +25.8% | +26.4% |
| 3M | +113.2% | +1.8% | +111.4% | +111.5% |
| 6M | +36.6% | +18.0% | +18.6% | +27.7% |
| YTD | +44.2% | +52.7% | -8.5% | +16.6% |
| 1Y | -18.0% | +66.0% | -84.0% | -37.7% |
| All | -18.0% | +65.8% | -83.8% | -37.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling