+113.5%
ENB vs BHP
+333.8%
-220.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +1.0% |
| 7D | +3.1% | -0.5% | +3.6% | +3.2% |
| 30D | +2.1% | -4.5% | +6.6% | +3.6% |
| 3M | -4.4% | -6.9% | +2.5% | -2.5% |
| 6M | -10.1% | -10.6% | +0.5% | -7.8% |
| YTD | +5.2% | +37.2% | -32.0% | -10.1% |
| 1Y | +4.2% | +48.0% | -43.8% | -13.8% |
| 3Y | +70.1% | +52.6% | +17.5% | +34.6% |
| 5Y | +59.4% | +116.5% | -57.1% | +2.5% |
| All | +113.5% | +333.8% | -220.3% | -0.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling