+2,385.0%
ELV vs BHP
+3,942.8%
-1,557.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.8% |
| 7D | -0.3% | +1.3% | -1.5% | -0.6% |
| 30D | +2.0% | +4.0% | -2.0% | +0.8% |
| 3M | -3.5% | +12.3% | -15.8% | -6.8% |
| 6M | +40.2% | +30.8% | +9.4% | +29.3% |
| YTD | +15.8% | +58.8% | -42.9% | +0.9% |
| 1Y | +33.2% | +76.8% | -43.7% | +12.5% |
| 3Y | -6.2% | +87.5% | -93.7% | -23.7% |
| 5Y | +16.4% | +123.9% | -107.5% | -12.7% |
| 10Y | +259.8% | +504.4% | -244.6% | +99.0% |
| All | +2,385.0% | +3,942.8% | -1,557.8% | +728.8% |
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