+21.7%
ELV vs BHP
+110.7%
-89.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -5.5% | +11.0% | +6.0% |
| 7D | +2.8% | -3.6% | +6.4% | +3.0% |
| 30D | +4.9% | -1.2% | +6.1% | +4.9% |
| 3M | +4.9% | +1.2% | +3.7% | +4.6% |
| 6M | +45.1% | +21.4% | +23.7% | +41.5% |
| YTD | +20.7% | +50.4% | -29.7% | +14.5% |
| 1Y | +35.0% | +67.5% | -32.5% | +26.3% |
| 3Y | -2.4% | +72.8% | -75.3% | -9.9% |
| All | +21.7% | +110.7% | -89.0% | +5.6% |
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 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