+364.2%
ELF vs BHP
+363.1%
+1.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.7% | -1.0% | +1.5% |
| 7D | +7.8% | +3.5% | +4.3% | +6.6% |
| 30D | +9.3% | -4.5% | +13.7% | +10.9% |
| 3M | +21.2% | -6.4% | +27.5% | +23.7% |
| 6M | +96.1% | -0.1% | +96.2% | +94.2% |
| YTD | +57.0% | +43.0% | +13.9% | +35.5% |
| 1Y | +61.9% | +56.5% | +5.3% | +35.3% |
| 3Y | +20.0% | +62.0% | -42.0% | -2.1% |
| 5Y | +284.8% | +130.4% | +154.4% | +164.4% |
| 10Y | +364.2% | +349.1% | +15.2% | +167.9% |
| All | +364.2% | +363.1% | +1.1% | +167.9% |
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 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