+277.7%
ELF vs BHP
+470.1%
-192.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.3% | -4.2% |
| 7D | -6.8% | +0.9% | -7.7% | -7.1% |
| 30D | +5.1% | +4.0% | +1.1% | +3.6% |
| 3M | +79.8% | +11.3% | +68.5% | +72.6% |
| 6M | +29.7% | +29.3% | +0.4% | +17.3% |
| YTD | +31.6% | +59.2% | -27.6% | +9.7% |
| 1Y | -27.9% | +80.8% | -108.8% | -42.6% |
| 3Y | -26.4% | +88.0% | -114.4% | -42.8% |
| 5Y | +235.6% | +126.6% | +109.0% | +133.5% |
| All | +277.7% | +470.1% | -192.5% | +89.4% |
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 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