+14.2%
ELF vs BHP
+50.5%
-36.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.7% | +4.1% | +5.1% |
| 7D | +4.0% | +0.9% | +3.1% | +3.6% |
| 30D | +10.6% | -6.3% | +16.8% | +13.2% |
| 3M | +25.8% | -7.1% | +32.9% | +29.2% |
| 6M | +89.1% | -3.2% | +92.3% | +88.9% |
| YTD | +52.7% | +37.9% | +14.9% | +28.0% |
| 1Y | +51.7% | +49.7% | +2.1% | +22.0% |
| 3Y | +14.2% | +51.7% | -37.5% | -12.6% |
| All | +14.2% | +50.5% | -36.3% | -12.6% |
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