+21.3%
ELF vs BHP
+53.3%
-32.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.3% | +5.2% | +4.4% |
| 7D | +1.6% | -0.5% | +2.1% | +1.8% |
| 30D | +9.1% | -4.5% | +13.6% | +10.9% |
| 3M | +28.2% | -6.9% | +35.1% | +31.5% |
| 6M | +119.5% | -10.6% | +130.1% | +127.4% |
| YTD | +55.2% | +37.2% | +18.0% | +30.1% |
| 1Y | +58.6% | +48.0% | +10.6% | +27.8% |
| 3Y | +21.3% | +52.6% | -31.3% | -7.4% |
| All | +21.3% | +53.3% | -32.1% | -7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling