+357.2%
ELF vs BHP
+330.6%
+26.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | 0.0% |
| 7D | +6.3% | +3.8% | +2.5% | +5.0% |
| 30D | +8.5% | -6.5% | +15.0% | +10.9% |
| 3M | +24.4% | -8.5% | +33.0% | +28.1% |
| 6M | +94.7% | -2.2% | +96.9% | +94.3% |
| YTD | +55.9% | +40.0% | +15.8% | +35.6% |
| 1Y | +48.4% | +51.3% | -2.9% | +25.5% |
| 3Y | +24.6% | +56.5% | -31.9% | +2.9% |
| 5Y | +285.0% | +130.2% | +154.8% | +164.4% |
| 10Y | +357.2% | +336.5% | +20.7% | +166.0% |
| All | +357.2% | +330.6% | +26.6% | +166.0% |
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