+313.8%
ELF vs BHP
+458.8%
-145.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.2% |
| 7D | +5.4% | -2.9% | +8.2% | +6.4% |
| 30D | +27.0% | +3.4% | +23.6% | +25.5% |
| 3M | +113.2% | +4.1% | +109.1% | +109.6% |
| 6M | +36.6% | +20.6% | +16.0% | +26.5% |
| YTD | +44.2% | +56.1% | -11.8% | +21.1% |
| 1Y | -18.0% | +69.6% | -87.6% | -33.2% |
| 3Y | -19.9% | +78.8% | -98.7% | -36.7% |
| 5Y | +257.7% | +113.1% | +144.6% | +154.9% |
| All | +313.8% | +458.8% | -145.0% | +109.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling