+286.6%
ELF vs BHP
+339.3%
-52.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.9% | -2.3% | -3.5% |
| 7D | +3.4% | +2.5% | +0.9% | +2.5% |
| 30D | +5.0% | -5.2% | +10.2% | +6.8% |
| 3M | +22.6% | -8.7% | +31.3% | +26.3% |
| 6M | +104.0% | -6.9% | +110.8% | +107.4% |
| YTD | +49.3% | +39.0% | +10.3% | +30.2% |
| 1Y | +46.0% | +48.9% | -2.9% | +24.2% |
| 3Y | +19.4% | +55.4% | -36.0% | -1.2% |
| 5Y | +262.0% | +119.2% | +142.8% | +153.4% |
| All | +286.6% | +339.3% | -52.8% | +123.8% |
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