-24.4%
ELF vs BHP
+76.4%
-100.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.7% | -6.6% | -5.4% |
| 7D | -1.2% | +1.3% | -2.4% | -1.6% |
| 30D | +5.9% | +4.0% | +1.9% | +4.6% |
| 3M | +99.5% | +12.3% | +87.2% | +92.5% |
| 6M | +26.5% | +30.8% | -4.3% | +14.1% |
| YTD | +37.2% | +58.8% | -21.6% | +8.7% |
| 1Y | -24.4% | +76.8% | -101.3% | -44.4% |
| All | -24.4% | +76.4% | -100.8% | -44.4% |
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 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