+255.0%
ELF vs BHP
+115.8%
+139.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.2% |
| 7D | +5.4% | -2.9% | +8.2% | +6.3% |
| 30D | +27.0% | +3.4% | +23.6% | +25.7% |
| 3M | +113.2% | +4.1% | +109.1% | +110.2% |
| 6M | +36.6% | +20.6% | +16.0% | +27.8% |
| YTD | +44.2% | +56.1% | -11.8% | +23.9% |
| 1Y | -18.0% | +69.6% | -87.6% | -31.4% |
| 3Y | -19.9% | +78.8% | -98.7% | -34.9% |
| All | +255.0% | +115.8% | +139.2% | +176.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling